Zhuhai is in the southern part of China which is declared a Special Economic Zone. It is located just north of Macau, about 15 to 20 minutes by cab from the city. It'll just cost about 30 pattacas to the border from the MGM Hotel. AT Zhuhai shopping is a real treat because their prices are so low. Of course these are items which are not branded.

The only problem is getting a visa. Although Macau is part of China, it is considered to be a foreign land therefore a visa has to be secured to enter Zhuhai. It could cost a lot to get one but if the intention is to shop only or maybe stay at Guangdong for not more than 6 days, the best and cheapest way to get a visa is to go to a local travel agency at Macau. It will only cost 14 Hong Kong Dollars to get one but the following conditions have to be observed: 1) the passport has to be at least 6 months valid; 2) the passport has to be submitted by 3:45 pm of the day prior to travel date; 3) Entry and exit shall be at Gongbei or one of the 6 others designated.

The next cheapest option is to get that same visa from the Gongbei Border itself. It will only take about 20 minutes to secure it but the fee is 150 HKD there. The office is located at the 2nd Floor of the Gongbei side of the border. Don't bother asking the immigrations officers of the Macau side. They will just refer you to the China Travel Service Office. You won't get the visa till the following day and it will cost you 750 HKD.

The 3rd option is as stated above, to get a visa through the CTS office or any travel agent in Macau or Hong Kong. This will be a single entry visa valid for about 30 days but you can go to any part of China.

The 4th option is to secure the visa from the country of origin which in the case of the Philippines will cost about 3000 pesos.

Most visitors will require a visa so check with the Chinese embassy in your country if you are exempted from getting one.