It is hard to find a decent English Map of Shenzhen but here are some Chinese sites that have good maps.
Shenzhen Google Map
Google has activated mapping services for China and now there is a street map of Shenzhen. It is of course in Chinese but still can be useful. You can search for major landmarks and some restaurants. I haven’t been able to get driving directions to work yet. If you know how please comment.
Shenzhen 3D Map
A beautify rendered 3D map of Shenzhen is also available. They event render the construction sites and cranes. It looks like a sim city replica for Shenzhen. Last time we check this one doesn’t extend out to Shekou.