Go to the Visa Office! HK agencies are charging Americans an exorbitant fee for the ten-year visa. And yes, I do know an American who's gotten a ten-year visa there without a HK id card recently.
But go prepared: you'll need copies of your Shenzhen hotel reservation, your HK entry slip, your passport name page, and your last Chinese visa, if any.
And if there is a problem at the Visa Office, you can then head over to an agency and fork out big money.