Originally Posted by
moondog
I understand what he meant. My point was that once you're in Shenzhen, nobody is going to look at your visa if you decide to jump on a train/bus/car and head to Guangzhou (in spite of the fact that Shenzhen visas don't permit such).
Yes I know some guys who did this a lot of times.
It's illegal but as long as you don't stay in a hotel overnight you must have real bad luck if someone look at your visa.