I want to visit Great Wall with kids and pass to shanghai.

Amigo, the Wall was built in the northern regions of CN. It cannot be seen in Shanghai. Beijing houses the best-preserved sections, such as Badaling and Mutianyu. You may go to Badaling, for it is the most popular section around the country.
I personally suggest you join a package tour for it can also take you to other nearby attractions.
And you don't have to think about transport and accommodation issues. I have joined a tour of TravelChinaGuide last year and they really arranged a nice trip. You may contact them via traveltravelchinaguide.com.