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.
The six districts are: 盐田、罗湖、福田、南山、龙岗、and 宝安. The new districts (defined) are 大鹏、坪山、龙华、and 光明.
And a map of the territory:
Shenzhen Noted 
Interesting! I just read about the plans for the tax-free mega shopping center on 规划和国土资源委员会. Out of curiosity, can you (or other readers) recommend a few Chinese newspapers that you like to read regarding Shenzhen? My hanzi isn’t great and it would take ages to wade through… Thanks!
Hi Nora Joy,
Many of the Chinese sites, including the government have English sites, which are less complete than the Chinese sites but nevertheless include what the site authors consider important. In terms of Chinese language, I tend to read 南方都市报. For web sources, I go to Epoch Times (大纪元), which is the Falonggong news outlet and has an English site; they are like the Christian Science Monitor, and whatever you think of their beliefs, they are committed to journalism. I also like Global Voices.