The Shenzhen Metro Opened December 28th 2004. There are two lines. Shenzhen Metro Line 1 starts at the Lohu customs checkpoint and goes to Windows of the World (Shijiezhichuang). The second line goes from The Huangguang check point to Shaoniangong. Hours of operation are from 6:30am to 11pm and trains run every 5 minutes. Website: Shenzhen Metro Subway Website (Chinese)
Urban Rail: Unofficial page (better information)

Pricing : Fares start at 2 rmb and go up to 5rmb
Operating hours :
1st Train to leave Window of the world: 0630
Last Train to leave window of the world: 2300
1st Train to leave Louhu: 0630
Last Train to leave Louhu: 2300
Schedule:
Trains on Line 1 Leave approx every 2 minutes in Peak hour and every 5 minutes in Off Peak Hour

Shenzhen Metro Line 1 Station List
Luohu Station
GuoMao Station
LaoJie Station Intersection of Line 1 & 3
DaJuYuan (Grand Theater) Station
KeXueGuan (Science Museum) Station
HuaQiang Lu Station
GangXia Station
HuiZhan ZongXin (Central) Station Intersection of Line 1 & 4
GuoWu GongYuan (Shopping Center) Station
XiangMi Hu (Honey Lake) Station
CheGongMiao Station
ZhuZiLin Station
OCT East Station
HuaQiaoCheng (OCT) Station
ShiJie ZhiChuang (Windows of the World) Station Intersection of Line 1 & 2

Shenzhen Metro Line 2 Station List
Shekou West
Shekou Passenger Terminal
The Sea World (Hai Shang Shi Jie)
Nanshui Road
Zhaosheng East Road
Gongye 8 Road
Dengliang Road
Nanshan Commercial Center
Science Park (Ke Ji Yuan)
Shahe East Road
ShiJie ZhiChuang (Windows of the World) Station Intersection of Line 1 & 2

Shenzhen Metro Line 3 Station List
Hongling Road Central
LaoJie Station Intersection of Line 1 & 3
Dongmen Road Central
Renmin Hospital
Tianbei Road
Buxin
Buji Inspection Station
Buji Bus Station
Buji Town Government
Wuifu Garden
Danzhutou
Yu’machang
Tongkeng
New World Plaza
Hekeng Road
Yinhai Market
Ailian School
Jixiang Road
Longcheng Plaza
Longxin Street

Shenzhen Metro Line 4 Station List
Huanggang (Futian MTR Border Crossing) Station
Fumin Station
HuiZhan ZongXin (Central) Station Intersection of Line 1 & 4
ShiMin ZhongXin Station
ShaoNianGong Station
Other Important information about the Shenzhen Metro
Using the Shenzhentong Travel Card
View map of Complete Future Shenzhen Metro (Chinese Only)