Food shopping is an experience! Major supermarkets include Walmart, Sam's Club and Carrefour. However, don’t expect to find your favorite products! The vast majority of what is sold is Chinese in origin, you will not find many imported goods. That’s not to say that you can’t get the things that you like to buy, for example it is still possible to get Heinz tomato ketchup or Oreo biscuits here – you’ll recognize the packaging even if you don’t recognise the Chinese writing on it! You will find that you have to visit about 3 different shops to get the things you need, plus you might have to have your meat delivered from somewhere else and your cases of drinks delivered from another supplier because they’re just too heavy to carry (as you don’t have a car)! There is an Australian-owned butcher’s shop in Shekou which sells local and imported meat as well as good cheese. You can always buy meat direct from a couple of the expat-owned restaurants as well. Fruit and vegetables are always local and you can never by anything out of season so trying to get strawberries between June and November is impossible for example! Green leafy vegetables are always in abundance. There are two small shops in Shekou which specialize in imported foods including frozen food and they will try and get things for you if you have any special requests. If there are particular things that you like though, I would recommend putting them in your shipment. It doesn’t seem to be a problem bringing food in here unless it is fresh.

If you have a young baby then there are a couple of things to consider. Getting nappies here is no problem but I don’t think they’re as good as the ones at home. You cannot buy pull-ups here and have to get them in Hong Kong. There was also a scandal a couple of years ago where the Chinese were ‘copying’ baby’s formula but without the necessary vitamins and nutrients. Many doctors advise that you buy formula outside of China (freely available in Hong Kong). One other thing to note is that you can’t buy tampons here although Charley’s USA store has small boxes of Tampax at vast expense. They are readily available in Hong Kong.
(NOTE: This is from a DOC someone sent me; I don't know it's origin. If it's you, please get in touch!)

NOTES on Cleaning Foods:

Add 1 teaspoon of bleach to 1 gallon of water.
Separate foods into the following groups and soak for indicated time (make a fresh soak for each group):
  • Leafy vegetables- 5-10 minutes
  • Root and heavy-fiber vegetables- 10-15 minutes
  • Fruits, thin-skinned fruits (berries)- 5 minutes
  • Fruits, medium-skinned (peaches, apricots)- 10 minutes
  • Fruits, thick-skinned (apples, citrus)- 10-15 minutes
  • Eggs- 20-30 minutes
  • Meat/poultry/fish, thawed- 10 minutes per pound
  • Meat/poultry/fish, frozen- 15-20 minutes per pound
Frozen meats/poultry/fish – except ground meats – will not lose any juices in the soak, and they can remain in the soak until thawed. After the soak, place food in a fresh water rinse for 5-10 minutes. The fresh water introduces new oxygen into the food. Let the food drain well before refrigerating.

An Alternative: Hong Kong

If you can’t buy what you want in Shenzhen then Hong Kong is only an hour away by ferry! It costs RMB115 each way and the only problem you’ll have is carrying everything back!! It’s not uncommon to see the expat ladies laden down with goods after a days shopping! For children there are lots of toy shops, Toys R Us, Early Learning Centre (very good English educational toy shop), Wise Kids etc etc. The ELC is part of a shop called Bumps to Babes and you can get anything baby or toddler related there – it’s great! The supermarkets are fantastic (or maybe I’ve been living in Asia too long!) and the only problem you’ll have is smuggling all the goodies back through customs as you’re not supposed to bring back fresh meat, dairy, fruit etc. Dried and canned goods are ok but they will inspect them closely if you get stopped! There are book shops everywhere and you’ll be able to get all your favourite magazines as well! Clothes are not a problem either although items tend to be more expensive than they are at home. Marks and Spencer is probably the best store for everyday clothing although when it comes to bras they all seem to be for asian sizes so if you are bigger than a C cup make sure you come well supplied!
Basically, you can buy absolutely everything in Hong Kong, and the only problem is carrying it home!