Sure, the station and customs look crowded but luckily, you are holding a Singaporean passport! I just went to Shenzhen last weekend and was surprised that there were only average 3-4 pax in the Foreign Passport queue at both HK and China customs during peak hours--despite that it was a long weekend, Mid Autumn festival holiday in HK
<update> The Shenzhen Luohu rail station has recently been renovated and integrated with the HK KCR and Shenzhen Subway network. So it's become very big and foreigners like yourself might get lost in the huge complex if you hv poor sense of direction. You and your companions must be very streetwise and must appear so too! If you're going with a bunch of inexperienced travellers, I advise you 'Don't Go!'unless your purpose is to buy imitation stuffs at Luohu Shopping Centre.
I dun wanna downplay the dangers of Shenzhen, nor will I exaggerate the risks. Yes, there are syndicates operating around rail stations, ranging from swindlers, pimps, child beggars, touts, pickpockets, snatch thieves, and what hv u...Yet, the no. of angmohs, Filipino maids, tourists and suit-clad HK businessmen crossing the border daily from HK to Shenzhen remain high.
In the papers you read how unlucky ones have gotten stabbed, have their hands chopped off in lieu of their handbags, dragged by motorbikes along the road, or be surrounded by robbers, etc. It's a dangerous world out there. Yes, counterfeits are everywhere but I always throw them back at those idiots or spend them!
If you just want to buy imitation goods, I suggest you don't venture beyond the Luohu Shopping Mall and spend a half-day there will do. Many S'porean businessmen I know have visited Shenzhen City Centre several times and "survived". I guess the more uptight and 'foreign' you behave, the more obvious a target you'll be to the thieves. After all, it's not just China that's dangerous. I've been robbed in Amsterdam, NY, Prague and Moscow as a tourist before, so to me, the problem is not with the city but with me.