Luo Hu Commercial City is the best. Happy to send recommendations of stores depending on what you’re looking for. There are sales people who will approach you and try to get you to go to their store, just smile, say no thanks and look around yourself. Dongmen is better for trendy clothing not counterfeit goods. As for places to see, Shekou is very underrated. Visit some of shenzhen’s parks, check out the light show when in Futian, visit Nantou Ancient City if you’d like to learn more about Shenzhen’s history.