You could visit the official website of Public Security Bureau of Shenzhen Municipality, to make an appointment and handle the matters relevant to the first-time issue, extension, renewal and reissue of residence permit, specifically as the following:

First-time issue of residence permit:

//msjw.ga.sz.gov.cn/crj/crjmsjw/wsyy/ajax/msjwsxMenu.html?ywpid=000500

Extension of residence permit:

//msjw.ga.sz.gov.cn/crj/crjmsjw/wsyy/ajax/msjwsxMenu.html?ywpid=000600

Renewal of residence permit:

//msjw.ga.sz.gov.cn/crj/crjmsjw/wsyy/ajax/msjwsxMenu.html?ywpid=000700

Reissue of residence permit:

//msjw.ga.sz.gov.cn/crj/crjmsjw/wsyy/ajax/msjwsxMenu.html?ywpid=000800

(Click on the links above for the corresponding services)