Do I need any Visa especially since Beijing to Dalian is domestic?

Ron, how long you transit before you fly out from Dalian? If your total transit is less than 24 hours, then you needn't apply one because you enjoy 24 hours free transit. You just need to apply for a stay permit when you land in Beijing.

If your transit is more than 24 hours, then you should apply for a transit one in advance before you fly to Beijing.