Flight is the easiest but most expensive way. If you take the train, you will spend 24 hours on the train. Bus is not possible. To far from Beijing to Shenzhen.

By plane. Trust me, it is a horrible suffering to take the almost 24 hours' train. Even longer to take a bus.
You could ask help from some reliable travel agencies in China. They always supply ticke booking service. I used this web's service twice from Beijing to Shanghai and Shanghai to Sanya last year. Good discounts and service! And, the time schedule is listed timely, very useful.