The Shenzhen Shangri-la, if you are familiar with other Shangri-la properties, is generally considered not to be on par with the name and reputation of the hotel chain in terms of the overall quality. It is convenient to the Lowu border crossing to HK, walking distance, which may or may not be desirable, depending on your needs (very noisy, crowded environment around) and requirement to be in Shenzhen City proper.
I vote for the Crowne Plaza in terms of the service and the amenities. It isn't all that convenient for Shenzhen City, but it is in Overseas Chinese Village, a nicer environment overall. It's across the road from one of those theme parks, I think it's Windows of the World or Splendid China.