Here is a way to get a full China visa directly at the border, the office is right next to the 5-day-Shenzhen-visa office.
You can apply there for a group visa. Conditions:
• Minimum 2 people
• Must enter and exit China together
• Valid 1 month, single entry, for all of China
• RMB 330/person (for all 'normal' passports, UK 550)
• Takes about 1 hour
• Needs some passport pictures (they can make them for you)
330 is IMHO not that expensive considering you get it on the spot.
For any other question you can call them, the lady was quite willing to help. I added a picture of that office too, plus their name card.