Flying in from Shanghai to Guangzhou, Shenzhen

I am flying in from Shanghai, and have to visit a company in GZ and also one in Shenzhen, below are a few questions:

(1) What is the best Airport to fly into (Shenzhen or GZ) ?

(2) what city has better options for tourists / sightseeing / night life etc.. (Shenzhen OR GZ).

(3) What is the best mode of transportation between these 2 cities ?

(4) Are taxis readily available at the train stations to take me to the various factories ?

(5) I am also looking for a market where i can purchase furniture .. any suggestions ?

Thanks,
Sage