Hotspring: Thanks for the detailed info and suggestions. We like to embark in some of these adventures so we'll go to Shenzhen to take a look at it and maybe get some cheap stuff like CDs and DVDs. In summary it seems like Shenzhen is more for cheap or fake stuff, maybe get a massage, eat something and then go back to Hong Kong, right?

rkkwan: Thanks for your advise as well. I'll pretend that we are going to watch a soccer match in Argentina and we should be fine

Lastly: any recommended places for electronics and/or clothing in HK?

Thanks a million guys!! I can't wait to jump on the plane and explore HK !!!