Some travelers have noted that crossing from Shenzhen to Hong Kong by vehicle is not possible; however, taxis can take passengers to the border points like Huanggang or Shenzhen Bay, where they must cross on foot before picking up another taxi in Hong Kong.

According to forum posts, within Shenzhen city, travelers can use services like taxis, buses, and metros. For example, from Fuyong Ferry Terminal, bus M393 can be taken to reach Shenzhen North Railway Station.

Travelers have called out that from Bao’an Airport to downtown Shenzhen, taxis are the primary transport option, especially during late hours when other services might not be available.

For inter-city transfers, such as from Shenzhen North Railway to Hong Kong airport, users have suggested taking a bus from Shenzhen Station to Shenzhen Bay, then crossing the border and continuing by bus to Hong Kong airport. Alternatively, a taxi to Huanggang to exit China, then a direct van to the airport, can be used.

Additionally, direct ferry services are available from Shenzhen Airport's Fuyong Ferry Pier to Zhuhai, operating between 8:50 AM and 8:00 PM, which is convenient for travelers staying near the airport.

Some travelers mentioned that while Shenzhen might not be the best destination for street food due to its strict city administration, the Futian wholesale market of agricultural products is still worth a visit. It's popular among Hong Kong residents for gourmet material shopping.

According to forum posts, Shekou Market is recommended for a variety of seafood options. It caters to those interested in local markets and the freshness of marine offerings.

For visitors seeking vegetarian food, a traveler suggested checking a website dedicated to vegetarian dining in China, which lists suitable restaurants. This could be particularly helpful for those with specific dietary preferences.

Travelers have called out that near major attractions like the Ping An Tower and the Window of the World, there are good restaurants. These areas are accessible and offer a variety of dining options.