@The War: 2600 rmb round-trip, and if you order a bit more ahead of time you can enter and exit the same day, but I'd try to get more than an hour between in case of delays.
I'd definitively do this rather than SZ/HK. The flight is TOO short (I didn't get to watch the end of the movie :P) and it's just 500 more, or even less if you count the taxi from Shenzhen to HK border.
Kinda sucked to land after more or less everything is closed. I ended up sleeping on a bench, but I'm kinda like the Chinese when it come to sleeping - I can sleep anywhere.
Scott: I *can* get a fake stamp. Problem is that it won't be in their database, and then you're fucked :-) I would NOT recommend you or anyone to even consider that ;-) Most foreigners leave China more than once a year though, so they wont have this problem
And no. You don't have to go home, you can renew your visa at That's China or TradersLink. Call both, and go to whoever has the best price ;-)