Shenzen is home to a lot of the manufacturers we discuss on HeadFi but they usually sell through resellers rather than directly. They almost all cater to the Chinese market rather than export and thus seldom have English speaking staff.
Let me caution you up front to NOT buy any Western manufactured items in China. They will either be fakes or (much) higher priced than in home countries due to Chinese import duties. No bargains whatsoever and definitely buyer beware of counterfeits!
As you consider Chinese manufactured goods, be aware that you will likely get a better price using on-line shopping in your home country. Buying in the U.S. though Taobao will almost always be a better deal and you are much more likely to not get counterfeit goods.
I also use Aliexpress but it is even more like Ebay than Taobao. Lots of low volume sellers of questionable repute. Again, buyer beware.
The best approach if you are looking for something specific is to take a look at online sellers on Taobao/Tmall like shop7811.taobao.com and then look at where they are located if you want to check things out in person. Use this site if you don't know Chinese -
https://www.baopals.com/
If you'd rather just wander around town, do check out this WWW site for guidance -
http://welcometochina.com.au/shenzh...aqiangbei-and-seg-electronics-market-486.html
You will need a WEEK to explore the electronics markets in Shenzen. There are over 20 large malls in and around Huaqiangbei alone that cater to electronics, including SEG Electronic Market (10 floors,) Huaqiang Electronic World (multiple multi-floor buildings, good for DIY,) Yuanwang Digital Mall (mobile phones, tons of drones,) Cyber Digital Mall (cameras,) Golconda Cyber Plaza (more phones and locally produced electronics.)
Go prepared with an idea what things cost -
https://www.shenzhenaudio.com is a reputable local reseller, you might glance at their offerings and prices for comparison.
No matter how much of a bargain they might appear to be, avoid used items. Many, if not most of them, have been stripped of higher quality components and lower quality will be substituted.
If you have anything that you want repaired in China, be sure to mark every component before handing it over so that you get the same item components back. More reputable stores do this as a matter of course to prove they are above board.
Have fun and let us know how you do!