No one knows how many people live here. Maybe there are as many as 5 million people in Greater Shenzhen, a vast number without official permission and no one in the municipal government has the energy, let alone the political will, to clear them out.
Shenzhen is a two-border town - one with Hong Kong, the other with the rest of China - put there to keep out the hordes of job-seekers who would, and sometimes do, give all they own to find work in factories which pay three or four times more than they can earn in their home provinces.
This is the town built under the watchful eye of the ageing patriarch Deng Xiaoping, whose giant image is splashed across a massive hoarding in the town centre.
The Chinese leader has not allowed his image to be displayed in this way anywhere else in China. But in this, as in so many other respects, Shenzhen is different. This is the place he had in mind when he made his famous remark about "to get rich is glorious".
Aspects of richness abound but aspects of glory are thin on the ground. The new Chinese rich are easy to spot. They sit in the marble-clad hotels sipping brandy, accompanied by a statutory young female companion, usually from the northern provinces, favoured for producing taller females of fair skin.
As for glory, it is hard to describe the litter-filled streets as glorious. Nor are the semi-finished but fully occupied buildings anything to shout about. They will probably never be fully completed - but office blocks, for example, sometimes boast impressive lobbies even when there are slum- like conditions in the rest of the building.
Everything is for sale in Shenzhen. The world's oldest profession is much in evidence as I found within moments of crossing the border from Hong Kong and had difficulty making it clear that I was really looking for a taxi, rather than a transport of delight.
If the reports in the Chinese and Hong Kong press are correct, Shenzhen is also filled to the brim with illegal gambling dens, drug-pushers and unlicensed premises of many varieties. I couldn't help wondering whether, for example, the Happy Tooth dental store was staffed by fully qualified dental graduates or populated by slick marketing graduates who had erected a cheerful-looking neon sign displaying a smiling tooth, delighted with the treatment it was receiving at the hands of the dubious-looking, white- coated assistants who seemed to be doing a roaring business.
McDonald's is often the first port of call for curious visitors from other parts of China. They know they have truly arrived, once they have a Big Mac safely in their hands.
Out-of-towners are easy to spot. They are often in their Sunday best and wearing clothes with fake designer labels stitched to the outside of the sleeves. The more streetwise inhabitants of Shenzhen, who have learnt more about fashion by watching Hong Kong television, know that labels must be discreetly concealed.
Visitors from Hong Kong cross into Shenzhen on a bridge above the thin river which separates the two territories. As you reach the Chinese side you are confronted by a large digital clock counting down the days until the British colony returns to the motherland.
"It's like the clock on a time bomb," says a Chinese friend who passes it regularly. "They seem to be telling us that when it hits zero, we'll have to be like them."
Like Shenzhen? Perish the thought.