A cheaper way is to take train. K105 ans T107 are heading to shenzhen from beijing west railway station and T211 is heading to shenzhen from shanghai south railway station. It may take 25-30 hours from beijing to shenzhen and it takes 17 hours from shanghai to shenzhen. Should you go there from guangzhou, there are a lot of Bullet trains. Quite convinient. Long distance bus is also avalible. If you are tight in time, you can o there by air, for the specific schedule, you can check on this website: https://www.travelchinaguide.com/china-flights/