Ya, Luo Hu Chen is famous for getting cheap stuff, mainly imitations. And remember to slash the price if not, u will kana slashed.
There is a place call "Shi Jie Zhi Chuang" (Window of the Worlds) where it a centre that all the main cities are built in a miniture size if i am not wrong. And near by there is a theme park call "Huan Le Gu" where it quite popular for Shenzhen's tourism.
So far these is what i knw, btw when u going to shenzhen? As i will be there next week. Currently i am in Guangzhou.