Yes, you should bring jacket. It is about 10-20C, I guess. Suggest you search for the weather forecast 2 or 3 days before leaving. You need to bring a sweater, I think. Don't worry, you can buy clothes when you get there. Where to go in those two cities?! Window of the World and Dongmen Area/Luohu District in Shenzhen, Yuexiu Park/Mountain, Beijing Road and some other attractions depending on your interests. You can see some info on this web.