I made it China with a pretty uneventful journey on Air Asia. It was my first time flying with them and they were ok. They are your typical budget airline with no frills.
You can buy food from them, but no alcohol is sold. What I couldn’t believe is that they don’t have any first or business class and none of the seats are assigned. The flight was full though.
I had no problem not having an onward ticket. Lonely Planet only had a couple of expensive hotels and a youth hostel 15 km out of town. On the airport bus into Shenzhen the guide on the bus called and booked a hotel for me. After everyone left she waited with me until someone from the hotel came and picked me up.
The hotel is 170RMB a night around US$21 and it is a nice looking hotel, especially after some of the places I stayed in Malaysia.