1.5 days is a bit short for a trip to Xi'an - which is a good 2 hr flight away, no?
Shenzhen is a rather boring place. If you're looking for some relaxation, try to book one of the resort style hotels (Intercontinental won't disappoint). There are several theme parks in Shenzhen as well. For something different, head over to Huizhou and visit some of the Hakka-style houses (not too many, though), lakes & scenery and maybe -when lucky- rice terraces.
You could just as well go on a day trip to Macau from Shenzhen.
As for Hong Kong, there's a good and recent thread on less well-known sights:
http://www.flyertalk.com/forum/hong-...-visitors.html