Many readers come to this site looking for resources to learn about Shenzhen. In fact, as part of its efforts to make government more transparent, the Municipality has uploaded many of the key documents, which can be downloaded. The government’s main site is 深圳政府在线. Two of the sites that I find useful are:
深圳市规划和国土资源委员会 (for urban plans, including city and district level)
深圳统计局 (for statistics)
Also, to get a sense of what’s happening closer to ground level, the District governments all have virtual portals, which are differently helpful.
And a map of the territory: