I just spend 2 days in Shenzhen, stayed at the Sunshine Hotel. No action in the lobby, but it wasn't necessary. Just step outside the hotel and walk to the right, or cross the street and just walk around. I did this after 9PM and was approached by so many FL's and Mamasan's. The FL's were a bit old and worn for my taste. The mamasan made a couple phone calls and within 5 minutes (of standing around having locals look at you weird because they know what's going on), a few FINE, and young (18-22 y/o's) approached. One had a sore on her lip...non starter...I picked a short one who had large breasts and a couple tatoos. She was really cute. Negotiated 300RMB and off to my room we went. Sunshine Hotel is girl friendly...and a very nice place...expensive...good thing my company picks up the bill.
As a side note, I tried Queen Spa during this trip. No need to try and find it...they will pick you up at your hotel for free! Great for an amazing and different spa experience... foot massage, head massage, relaxation and a good body massage, but for me, it was a waste of time more than anything else. Massages are 90 minutes and foot massages 60 minutes. Yes, it's (fairly) cheap for the quality of the atmosphere and the sheer number of fine looking girls running around. Worth trying once for the experience, but I wasn't able to get any action (and I'm very persuasive). Very professional and there are windows on the doors, so it would be risky for the girls.