My 15 year old daughter and I have just come back from Dongmen. Oh what a time we had. I was always a big fan of Lo Wu for shopping but Dongmen beats it hands down. There are more shops, more product, less copied goods and best of all not one Missy Missy you buy this that. And the other.
We stayed at The Metropark Hotel located at 2088 Dongmen Bei Lu (Dongmen middle road). Very convenient to everything in Shenzhen including Lo Wu shopping centre. I was warned before going that Dongmen is not a very safe place for 2 women to travel around....never had a worry while we were there, nor at any time did I feel unsafe.
If you decide to take the time and travel beyond the tourist trap of Lo Wu take the train the two stops to Dongmen and have a little adventure with the locals in their shops...you won't be sorry you made the effort.
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