Visiting Hongkong and Shenzhen

TSDgeos had a good idea: Lazyweb travel recommodations. So, dear lazyweb: What are things to do or to avoid in Hongkong and Shenzhen if you have one and a half week of holiday before and after work duties? Any hidden gems to look at? What electronic markets are good? Should I take a boat trip around the waters of Hongkong? If you have any decent yet affordable sleeping options for 2-3 nights in Hongkong, that would also be interesting as my “proper” hotel stay does not start immediately.
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