Shenzhen is quite an international city and there are plenty of jobs for foreigners, most positions are for teachers. There are a few job sites for foreigners in Shenzhen:

ShenzhenStuff classifieds

ShenzhenParty classifieds

Besides these two websites, there are various Chinese jobsites (51job, zhaopin etc) that also cover Shenzhen. These sites are mainly targetting a Chinese audience.

Teachers in Shenzhen should be native English speakers and can expect a salary over 10.000Y/month, accomodation and relaxing working hours.

If you have a valid drivers licence from your home country with at least 60 days prior to expiration you can apply at the Xili Drivers Licence Office. You can't drive with international driver's licence here in China as they don't honor it as valid licence.

1. you have to Notarize your licence in Shenzhen, they had couple of notary offices there, they will translate it into chinese.
2. you have to go to the Xili Drivers Licence Office. There you will have an eye exam, after passing, then with your notarize document along with your drivers licence plus photos and passport copy you have to submit it at the 2nd floor office, they will give you schedule of the Chinese Driver's Exam. Normally it's every 15th and 30th of the month.
3. the Chinese Driver's Exam, it's literally in Chinese. You'll be given exams in Chinese which does not really make sense since most of us do not understand Chinese. The way how to deal with this is that every examinee has to bring an English interpreter with valid English Certification. I suggest you post ad here as there are many Chinese here who can help you with the exam. Mine, I passed on the second try. Mind you that passing grade is 90 out of 100. They are handing book at the exam place for your interpreter to review, you can have a glance also so you'll know about road rules in China.
4. after you pass the exam which you'll know the result straight away after you finish the exam, they will take digital photo to place in the drivers licence. Then 15 days after you can pick up the licence at the same office. There are nothing to pay in any of these procedures, however you will have to pay the interpreter and the notary public.

There are several international schools in Shenzhen for children.

In Nanshan district:

• Peninsula Kindergarten 
• Quality Schools International (QSI) Shekou
• Shekou International School (SIS)

In Futian:

• Green Oasis International School 
• Quality Schools International (QSI) Futian

Shenzhen is one of the most expensive cities to live in China, but still relatively cheap compared to most Western major cities.To give you an indication of how much things cost, I collected some prices. I'm sure prices will vary a bit depending on where you buy and which brand you buy, but this should give you a good indication. I rarely eat in Western restaurants and have adopted a Chinese eating pattern. If you enjoy Western restaurants, you obviously will spend more. Living costs are relatively most expensive, but house prices have come down considerably and you should definitely look around  and bargain when you consider renting a house. 

All foreigners in China need a visa. In 2008 China has created stricter rules and started to enforce existing rules more strictly. For example it is quite difficult/impossible to get an F-visa or L-visa for over 30 days at the moment. Possibly this will be relaxed after the Olympic Games, but there is no way to tell at the moment. On this page I give practical information about a Z-visa / Residence permit for foreigner in China. According to the guy at work who helps me, a Z-visa == residence permit.  Read more to see a copy of my visa.

If you already have a Z-visa, you probably also have a Foreign Expert Certificate. Before I started to work, my employer helped me to obtain this certificate, which takes the form of a small book, very similar in shape and colors to a passport:

All foreigners in China need to be registered with their local PSB (Public Security Bureau, like Police station). This rule has existed for a long time, but was never enforced strictly. From July the 1st 2008, they will start to enforce the rules more strictly: with fines of up to 5000 RMB! It is strongly recommended that all expatriate personnel living in apartments in China register with the local PSB prior to July 1st to avoid problems. Read more below for the procedure and who need to do it.