If you are planning to go to HongKong and SHenzhen, here is a suggested route for people visit all the must-go places in Hk and SZ. I would recommend you to stay in Hong Kong for 5 days and Shenzhen for 2 days.

Heres the must-see places in Hong Kong such as
DisneyLand (fireworks everynight)
Ocean Park (best amusement park in hk)
tst Victoria Harbor (light show 8pm every night)
Causeway Bay (best shopping area)
Lan kwai fong (full of nightclubs and bars)
Mongkok Ladies Street and Fa Yuen Street(cheap and bargain place)
Peak (take the tram to the peak and you will a good view of Hong Kong, its really pretty at night )
Stanley market (beach and street market)

There is also a lot of good shopping malls in Hong Kong such as Festival Walk, times squares, Soho etc... if you want to shop for cheaper stuff, i would recommend you to go to SHenzhen which is 25 mins away from Hong Kong by taking the subway.2 day 1 night is enough for shenzhen. Places like the Window of the World, China Folk Culture Villages, Splendid China are must-visit. And theres a really good buffet at four seas international house that i loveeee.If you are interested in eating, relaxing and shopping, I would also recommend you to go to China South City, Food and stuffs there are good, especially in leather products. You can also enjoy relaxing foot and body massage there. Impressed me a lot the last time I visited.

Hope this help for people who love to see HK and SZ :)