I went to Queen Spa with my sister. We both got full body Chinese massages and she got a foot massage while I got a manicure. We got there in the afternoon, stayed the night, and then left around noon.
The way the staff seems to get paid is off tips-- I imagine it's similar to the waiter/waitress wages in the U.S. where you get paid dirt low, and make up the rest through guest tipping. With that said, expect the staff to milk you for tips as much as possible. My sister and I were generous tippers, but it is important that you go into Queen Spa with a very good idea of how much you are willing to pay because all the numbers add up quickly. The services aren't too expensive if you keep converting in your head how much it is in USD (i.e. a 90-minute full body Chinese massage was 168 cny, which equates to about $27 USD) but it definitely isn't the cheapest massage you can get in Shenzhen. As for whether or not it was worth it, I'd say the services were so-so. I wasn't impressed, but I'm not asking for my money back either.
The facilities for the most part are nice. Like other reviewers mentioned, it's reminiscent of a casino, but instead of slot machines, replace it with things like reclining chairs and the such. There is a smoking section and a non-smoking section but they are so close together it might as well be one large smoking section. Had to smell smoke all night while I was sleeping. Also, for some reason, it gets really loud around midnight so you might not have that restful a sleep if you don't plan on sleeping in the accommodations section of Queen Spa.
Fruits, snacks like peanuts, and drinks from the self-service machine are free and you can order them directly from your seat in the rest area without worrying about paying. I do suggest you get the fruits yourself though, so you can request the guy behind the fruit counter to wash the fruits (we saw some flies buzzing around the fruits that didn't have a cover over them once or twice).
The restrooms in the female lockers and rest areas are equipped with western-style toilets and are clean, however, I would not recommend using the pool on the 5th floor or the restrooms on the 5th floor locker rooms-- they don't smell very good, and the pool doesn't look all that nice to swim in either. The women's locker rooms come with complimentary hair ties, shower caps, toothpaste/toothbrushes, shampoo, and body wash. It is very easy to access your locker (which is large enough to fit a backpack with room for a little extra), and other than the staff hovering around you while you go through items you need, it's relatively painless.
If you're Asian-American, speak *only* English. Even if you do speak some Chinese, I highly recommend you speak *only* English, because if you let them have even an idea that you speak Chinese (even if it's just a little), it'll make things very difficult for you because they'll think you're messing with them and will look down on you, speak very fast Chinese, and not help you as well as they could. We were lucky to have two staff members who spoke English very well, one of them, Bryan, was very funny and made us feel more at home than any other of the staff.
We ate at the restaurant and the staff there were the most accommodating, but it may have been because we were there for breakfast well before any other clientele were even awake so they had more time to attend to us. The food itself was average-- again, wasn't impressed but am not asking for my money back. If anything, it was the nice staff in the restaurant that made the experience worthwhile.
TL;DR / summary:
Pros: Majority clean facilities, western toilets, free snacks and self-serve drinks, nice restaurant, free overnight accommodation
Cons: Non-smoking area still smelled like smoking area, loud, have to request for fruits to be washed, hard to communicate (but insist on speaking to an English-speaking staff member), pool plus its facilities not recommended
Recommend?: No. Not very foreigner friendly. I encourage you to look elsewhere. If you do decide to go though, stay for at least one night and get your money's worth. Overnight accommodation is free.