I wish to visit Shenzhen for 2 days after my stay in Hong Kong . Can I get a visa on arrival once I get there....and esp so if I will then take the ferry to Macau, as I have a flight to catch for Bangkok. I will travel by train to Shenzhen as its easier this way. Any suggestions? Thanks.
Shenzhen from Hong Kong
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No visa at border if you are using US Passport for travel. You can get a visa in Hong Kong before travel to China, however. Doesn't matter where you're going next.
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Train to Shenzhen from HK takes about 45 minutes and goes about every 5 minutes. Am not sure about a visa if you are a US citizen, you may not be able to get one at border, however if you are not, you can apply for a visa - this takes about another 15-20 minutes at border. It is usually valid 5 days.
Easy to get through hotel travel service in Hong Kong, usually takes about 24-48 hours.