Shenzhen for Laptop's - forget about it....
I live in Guangzhou and we go through laptops like water in our company. Just to give you an example of how China is more expensive...for laptops for our middle-grade staff, we exclusively use DELL (order direct...). Our GZ office buys a model for RMB13499 whilst our HK office buys the exact same model and specification for HKD10,299.
Note that both PCs are assembled in a plant near Shanghai and DELL uses DHL (i believe) as the logistics provider to deliver the laptop to Hong Kong. So how do we explain that extra 3k??
As for Shenzhen - buyer beware. There are plenty of cons out there and buying from the bigger reputable places means your costs are automatically higher.
As another reader pointed out, Star House is a great place to buy a new laptop or you can try the Wanchai Computer Centre (near Southern Playground in Wanchai). I recently bought a top of the line toshiba Laptop from there US$400 less than the online US price! I was using their other laptops to go online and check prices and specifications...