If you would like to go to Shenzhen or any Chinese destination and do not want to rely on Visa on Arrival (supposed you choose to go to Hong Kong and then Shenzhen by MTR or Train).
If you go with tour agent then probably you do not need to worry about all of these afterall, or if you want to go your own and your main destination is China, then to be sure you will need to apply visa from Indonesia.
Yes you could apply Visa in Surabaya. It would be much more expensive compared to VOA, Consider this : the cheapest option (apply visa in Indonesia) would be 540.000 rupiah while if you apply VOA it would be around 130.000 rupiah or so... so it is 4-5 time more expensive but off course if you book all your hotel already it is better to be sure by applying visa here in Indonesia.
The immigration officer said there is no communication between VOA office and Visa office in Indonesia. VOA office could just close, or do what ever they wanted and you would not be able to apply VOA.
Again if you just want to visit Shenzhen via HongKong for fun this could be worth trying but if not then I think it is better to apply Visa here in Indonesia (either Jakarta, Surabaya or Bali).
The website for address and map for Chinese Visa in Surabaya is here : http://surabaya.china-consulate.org/indo/zlgjj/dzjbgsj/t363161.htm
It is written that office hour to apply visa is from 9 to 11:30 but practically you could go there at 15:00 and apply 'normal' visa (4 days waiting).
If you come just for fun or visiting family then you should apply for Visa L : http://surabaya.china-consulate.org/indo/lszj/fhqz/t368057.htm
While it is said you should only pay 300.000 rupiah for single entry, normal application but in fact there will be additional 240.000 VAT charges applied to you. This is also official since you could read it in the wall at visa office.
Prepare this before apply :
1. Passport (not copy) which is still valid for 6 months
2. Passport foto 4x6 cm, 1 pcs with white background.
3. Filling in application form, bring your ID (KTP) and other information seemingly not important (such us your sponsor whom invited you to China, where you will be staying in China etc). You could just go there and fill the form in the office, should only take 20minutes.
Wait for 4 days (normal visa), means if you apply on Monday, you could get your visa on Thursday (not Friday). I think it is convenience enough and no need to apply for 'fast' (2 days) or 'super fast' (same day) visa.
Hope this information is helpfull...