Thanks everyone for your responses. It's very helpful.
For those that often take the high speed rail, how long is the journey starting from the time you enter Futian station and then exit West Kowloon station? Just trying to get total sense of time from Futian station to Central.
On visa/residence permits...
I only have a multiple entry tourist visa. Not sure if it's crazy to try to live there on this. @resurection - do you know of anyone who's obtained a residence permit by applying and citing having a Chinese citizen girlfriend living in Shenzhen?
If that's not an option, how about a business visa?