i've a plan to visit shenzhen from beijing, what is the best transportation that you can suggest?

You are suggested to take direct flight from Beijing. It's the fastest and most convenient way for you to choose. The duration is about 3.5 hours. In usual time, the ticket fare costs CNY 600 to 800 for the single trip.
There are also bullet trains whose duration is 11 hours. You can search on this website for more details.