The ruling African National Congress (ANC) controls all South Africa's nine provinces but the Western Cape.
Analysts say the ANC remains the strongest party, but it is the first time since the end of apartheid in 1994 it has faced such stiff opposition.
Uncovered toilets The BBC's Pumza Fihlani in Johannesburg says it is one of the most hotly contested provincial elections in recent years.
The battle for control of the key economic provinces like the Western Cape, currently controlled by the Democratic Alliance, and Gauteng has seen mud-slinging from party officials and aggressive door-to-door campaigning by senior party officials to rarely visited parts of the country, she says.
Last week, President Jacob Zuma warned his countrymen that their ancestors would never forgive them if they voted against the ANC.
A row over uncovered toilets has also proved embarrassing for all parties.
"This is the first election in which we've really seen a concerted attempt by the official opposition to compete for the black vote and the real test is whether black voters are biting," Steven Friedman from the Institute for Democracy in South Africa told the BBC's Focus on Africa programme.
"It's certainly a propitious time for the opposition - there's a lot of feeling by grassroots supporters of the ruling party that the political leadership are only interested in themselves and other politicians that they're not interested in voters," he said.
"Of course we've had six years of grassroots protests in municipalities directed at municipal governments which feel that don't respond to them and don't listen to them."
He said the polls were important in terms of South Africa's maturing democracy.
"We're not really going to have an effective democracy in this country until politicians are more accountable to voters, if you have a ruling party which wins with thumping majorities every time it's very difficult for there to be accountability," Mr Friedman said.
But correspondents say ANC supporters are fiercely loyal and though there may be disappointment at the slow pace of delivery, many voters may not yet feel ready to switch sides.
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