I'm happy that you took my advice.
About the massage cost in Shenzhen, I have to ask you the type of massage you want. There will be so many of them once you visit a massage parlour.
Some common ones:
Happy Ending
Full Service
Half Service
Quarter Massage
Sexual/Non Sexual
Its not unusual to charge anything between 100 Yuan to 200 Yuan for a normal massage. A full service might cost upto 500 Yuan.
As for parlors in Shenzhen, I've never been there, because of high work pressure in Guangdong where I work. If you leave this question open, I might ask a close buddy of mine. He's from my village in Anhui and has gone to help his father in the rice fields.