Massage places are all around. You will see the signs. Most of the smaller ones offer FS. I do not speak chinese so they write down the price structure for me on a piece of paper. As I figure it out, prices are in three prices. The first price is for the basic massage (around 80 - 108 RMB). second is for hj (additional 100 RMB t basic). Last, is for fs (250-300 RMB to basic). Dont be shy to use the hand sign for fs (index finger in fist of other hand) so there wont be any confusion of what you want.
Also there are a lot of freelancers from 150 - 200 RMB, one pop. 150 RMB for on premises and 200 RMB for take back to your hotel. Some are not willing to go back to your hotel. Can find mamasans outside the entrance to Shangri-la Hotel. If you look like a tourist or make eye contact with them, they will approach you. Also, as you are coming from the train station looking at the Shangri-la, to the right directly across from the hotel is an area consisting of apartment towers (reminds me of inner city project housing). There girls are gathered outside of some shops. Can bargain with the mamasan for 100-150 RMB, one pop. There are some cuties.
There are FL in the back passageways to the right of Seibu Department store on Dongmen street. Seibu is opposite of the Sunshine Hotel. Walk down the street that intersects Dongmen to a pedestrian street directly behind Seibu. The pedestrian street is barricaded from car traffic by metal poles. As you enter the pedestrian street to your right are passageways to the next street. Go up and down these passageways and you will find working girls. Again, there are some very cute ones. The rates there are about 150 RMB one pop. I got a few to go back to my hotel for service, one pop, for 200RMB. Havent tried to negotiate LT, but I think it is possible if the price is right.
I will be back in Shenzhen next week but with my family. I will try to sneak away for a quickie.