Weather in Shenzhen, Guangzhou and Guilin in end of Jan

Generally speaking, it is humid and a little bit cold in Guangzhou and Shenzhen. Sweaters and thick coats are necessary. If you are afraid of cold, you need to take a down coat. It is also cold in Guilin, but it does not effect your trip on Li River. You just take the thick coat.
The transportations between Shenzhen and Guangzhou, you can take the bullet trains, which is very convenient. From Guangzhou to Guilin, the plane is suggested. If you do not want to take fligt, you can choose the long distance bus at Guangzhou Provincial Long distance Bus Station.
As for the places, in Shenzhen, the Window of the World, OCT and Splendid China cannot be missed. In Guangzhou, Pearl River and Shamian Island cannot be missed. In Guilin, of course, you need to enjoy the Li River by cruise.
I hope these information can help.