I'll arrive shenzhen on 1/1/14 at about 11.30p.m..Is there any airport express bus to JNS city hotel?

There is no direct express or shuttle bus to your hotel. You can take the airport shuttle bus line 1 to Hualian Mansion and then change a taxi to your hotel.
It is safe to take taxi directly. The average temperature in Jan is around 12 to 20C, so I do not think the jacket is needed. It is suggested to take a thin sweater and a thick coat.