If you're a non-member for Mission Hills, there should be a "trial game", bit cheaper. It's like where you try out the course and a lady will introduce the club and persuade you join. However, you don't really have to care about her.
The one nearest to you should be the DG course.
There's also one course that I particularly like and that is the Firestone Golf Course Shenzhen. It's really nice.
If you're seeking for some challenge and don't mind ghetto clubhouse, then try 999 Golf Course. This basically right beside Mission Hills @ Guannan. This golf course used to be reserved for high ranking officers in China only, but now open to public. However, if you're a beginner, then I strongly suggest you to bring a lot of extra balls there. It's quite tough.
Have fun!