Vulcan
Did a one day tour from HKG to Shenzen AND Guangzhou, Ferry to Shenzen (1 hour), Morning tour of Shenzen including visit to kindergarten, coach to Guangzhou, lunch in old part of city, express train back to HKG. Long day, 7am to 9pm but definitely worth it and good value, around US$100. Booked mine with travel agent in the basement of the Hyatt in Nathan Road. You need your passport AND a visa(takes 2 days) and the travel agent will do it for you. Make sure the spelling of your name on the visa application you sign is EXACTLY the same as the passport. Three of our party were held up in Shenzen customs by zealous officials and had to join us later, missing the Shenzen tour so make sure your visa is applicable. The food in Guangzhou was excellent and our tour guide, a young Chinese girl who spoke better English than I do was outstanding. We all tipped her voluntarily at the end of the day and she was overwhelmed. I strongly advise you to do it.
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JBC