There's a lot more to Hong Kong neighbour Shenzhen than cheap suits and massages

Rarely has a city laboured under a reputation as undeserved as Shenzhen. When I mentioned to friends I was heading across the border, I received advice as varied as "bring a money belt, it is full of thieves" to "avoid the train station" - no easy task if you are travelling by train. Yet while many still perceive it as a place for cheap suits and massages, Shenzhen is home to art, music, nightlife and food that would leave your most plugged-in Hong Kong resident green with envy.

Best of all, Shenzhen is convenient. In less than an hour, you could be in a world-class art gallery, enjoying authentic cuisines from some of China's most delicious provinces, or throwing your hands in the air to some of the most authentic hip hop in southern China - all for a fraction of the price of a numbing night out in Lan Kwai Fong.

In Shenzhen, it seems every bar and coffee shop large enough for a guitar boasts live music at least one night a week. In one weekend, without even really trying, I saw acoustic jazz, live local hip hop, a punk show, an outdoor electric rock band busking in front of the symphony hall and a Western cover band, not to mention the DJs spinning in clubs all over the city and the ubiquitous Filipino cover bands.

Jazz bands, and flamenco bands made up of Uygur musicians from Xinjiang are something of a Shenzhen speciality, and the band at Penny Black Jazz Bar in OCT (Overseas Chinese Town) is one of the best. Just across the street is B10 Live, widely considered Shenzhen's best live music venue, that boasts the most impressive sound system in the city. I went on a Friday night, and the queue was considerable.

Unfortunately, somebody in the crowd was stealing smartphones, which led to a police presence, and the shutting down of the show. If punk music is what you're craving, head to Brown Sugar Jar, Shenzhen's only dedicated punk rock club. Come ready to mosh and thrash; Shenzhen's punks are serious and don't hold back.