There are plenty of ways to get into China visa-free. But there's also an option to get a visa right at the border. You literally just take the metro from visa-free Hong Kong to the border checkpoint LoWu and get your passport stamped. And you're straight into China. This method lets you move around the Chinese side only within the Shenzhen Special Economic Zone for no more than 5 days, but that worked fine for me.

This year, the visa on arrival got a lot cheaper. Instead of the old nearly 400, they're asking 130 yuan now (~17EUR). The amount depends on your passport color. The whole procedure, including getting through the border itself, took less than two hours. I didn't find the scary queues everyone warned about on forums. You just fill out a form on the spot, get your photo taken in a booth, pay the fee (cash yuan / international cards / everything's top-notch), and wait for your stamp.

I've never taken the metro to the border before. And then you leave the same way. Super convenient. Though there are taxi drivers on the Chinese side trying to convince you to go straight to the city center.