The most important city in southern China, within Guangdong province, is Shenzhen. It is north of Hong Kong and has the honor of being the first of the Special Economic Zones that were created in China to make the two systems, the capitalist and the communist, coexist in harmony.
As it is north of Hong Kong, you can visit it if you are there .. The most convenient way travel from Hong Kong to Shenzhen is to take the MTR that connects both cities directly. THE MTR is a light rail service that works like a charm.
To go from Hong Kong to Shenzhen, you just have to go to the Tsim Sha Tsui del Este MTR station, located in Kowloon, and take the East line towards Lo Wu, a town located right on the border between Hong Kong and mainland China. You leave the station at the exit that says Hong Kong, you cross the border presenting all the corresponding papers and voila, you are on the other side.
There, in Shenzhen, you have the subway to move around the city. The first train that leaves the East Tesis Sha Tsui station does it around 5:30 am and the last one at 11pm, in general. A ticket costs around HK $ 36,50. To make this trip a visa is required since Shenzhen is a special economic zone but it is processed at the border and is valid for this area alone and for 5 days only.
Not all countries can apply for it, so you should find out if you are benefited or not, first. And finally Hong Kong dollars cannot be used in Shenzhen.