I booked our apartment in Shenzhen based on 
@ubahnverleih's area recommendation. What I didn't realize is that we now live very close to Shenzhen's main electronic market that you might've heard about! :D
To get a basic orientation, the maps in 
@bunnie's "Essential Guide" were very helpful! https://www.bunniestudios.com/blog/2019/essential-guide-to-shenzhen-web-edition/ Even though it's 10 years old, I found most things to still be correct.
It's hard to bring across the atmosphere in the buildings of the electronics markets across in a few pictures.
It's a bit like an electronics trade fair, but messier and permanent? The multi-level buildings contain uncountable small booths, offering anything from electronic components and computer hardware to LED lights, screens, tools, gadgets, cameras, smartphone cases, cables, ...
Everything smells of cigarette smoke.
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