It depends on which district of Shenzhen the subject is in. Every area has more or less places to shop.
Luohu District: Dongmen, Vientiane City, KK Mall, Jin Guanghua …
Futian District: Jiufang, New City Plaza, Yijing Central City, COCO PARK and Zhuoyuehui. …
Nanshan District: Yitian Holiday Plaza, Vientiane Tiandi, Coastal City and Taikoo Shing. …
Baoan District: Fang Yi City, Haiya Binfen City …
Longgang District: Coconut Garden …
Longhua New District: Jiufang …