I don't mind a nice massage from time to time and I'm willing to admit it (okay, stop it already, I'm just talking about a massage!). This is not something that is possible to enjoy in the US due to the expense, but here its a relatively cheap indulgence and after a weekend of drinking at Lan Kwai Fong, causing my credit card grave pain at IFC, and having carried many large, heavy bags around HK and then into Shenzhen, I figured a massage may be nice. A blind friend who knows the lay of the land in Shenzhen (and basically everyone in China's blind community) and who happened to forget his key in HK took me and a female friend of his to a sauna near the train station. As it happens, Luohu, and especially around the train station is where over 1,000 blind masseurs work, yet unlike in other cities where “盲人按摩" (Blind Man Massage) signs are ubiquitous, its a very rare sight in Shenzhen, as most work at large saunas.
I've never had the "sauna" experience in other cities, so I can't compare, but have heard the experience is a little special here. You start out by picking a masseur, there is literally a book of male and female photos, of the blind and sighted, and for those who pick a sighted individual, there is definitely the chance of a happy ending if required. Of course those regular readers would know I went with a blind individual who I trusted my two friends was one of the best they had (stop it!). You can then bathe and relax for awhile before getting the massage. The massage usually lasts for 3 hours (or more) and you can order drinks and snacks. There is a common room where you can sit and watch tv after or you can choose to have a private room with tv where you can actually spend the night. A good option if you travel to another city but don't have your passport or are looking for cheap accommodations (about RMB200 for the night, not including massage).
The massage itself will set you back around RMB80 for the three hours, at least in Shenzhen (due to the HK influence), you should usually tip, its common to give around RMB10-20 per hour.
THAT kind of place is unfortunately very ubiquitous in Shenzhen. Well, I've never been inside, but when you see a bunch of scantily clad girls lazily laying around in a "barbershop" without chairs or scissors, well, if it walks like a duck and it talks like a duck...While I know these kind of places exist in other cities, typically attempts are made to at least cover them up a little bit, whereas here it is so open and obvious. Not sure how the little places survive, the saunas are making good money and either owned by gangsters or paying protection to them (as well as the police in most cases).
Anyways, massage is a great way to relax, it also helps to support the blind, and its cheap. If you're looking for a sauna, they are all around the train station, but if you're looking for a good massage spot, go to the 2nd floor of the Luohu Commercial Center.