Thanks for the map and the additional tips! I've heard good things about Shenzen--though mainly about massage!--so will head there one day (currently very pregnant so would prefer not to travel too far from home). How is it for english speakers? Do the vendors expect you to bargain as well? I'm hopeless at bargaining...
The Hawkers Bazaar sounds like it's worth looking at as well... and I will definitely blacklist the Western Markets! Sounds like a scary place.