Shenzhen University is the most important university in Shenzhen. It is located in Nanshan district, close to the border with Futian district and has it's own campus. Previously Shenzhen University used to be regarded as quite a mediocre university in China by Chinese students, but I believe in recent years the quality has increased. Although it's possible to study for a Master of Phd at the university, most foreigners will obviously go to Shenzhen University to study Chinese. The university offers two full-time Chinese language classes each year. They start at March and September and a semester lasts 4 months. Every morning (except on weekends) there are four classes of 40 minutes each from 08:30 and to 11:50. There are five different levels, depending on your Chinese skills. Shenzhen University also runs full-time winter (February) and summer (August) classes.
I only walked over the campus once, looks quite good. I can see the campus from our office as well. I have no idea about the quality of the teachers though.
How to get there?
Nanhai avenue 3688, Nanshan district
You can take a bus to Shenzhen University North Gate (ShenDa BeiMen), but nowadays the subway is even more convenient. Just get off at ShenDa
8800 RMB / semester + 500 RMB deposit
4 week period costs 2500 RMB and 7 weeks costs 4300 RMB (for the summer/winter classes)
Dormitory (optional) : 6500 RMB single room or 3980 RMB double room (per semester)