Shenzhen railway system is extensive and efficient. It offers overnight trips from Shenzhen to the most popular destinations such as Beijing, Wuckang, Nanchang and Changsha. Tickets can be bought at Shenzhen main central station from self-service vending machines located at the station's main hall. A five day in advance purchase is highly recommended as trains fill up very quickly.
Travelers can also take a bus to know the Shenzhen's neighboring cities. Shenzhen has a very efficient bus system with 44 bus stations all over the city serviced by 95 companies. Three hundreds buses run between Shenzhen and Hong Kong every day, this is just to have an idea of how well connected the city is. For a comprehensive list of bus stops and routes, check Shenzhen Tourist Office website at http://www.shenzhentour.com/visitshen... .
A somewhat expensive but fun way to get around and know the city is by limousine. A half day tour (4 hours) costs US $130 and a full day US$ 195. If you prefer to ride a Mercedez Benz vehicle, the costs rises to US$ 260 and US$ 500 for half and full days. Many include an English speaking guide. You need to make the reservations four days in advance.