The fastest way to, we tried, to get from Beijing to Shenzhen – flight is one of the Chinese airlines. Three c-half hours and you're in the south. Another way, if you are afraid to fly – This high-speed train. Distance in 2400 kilometers you will overcome some of the 9 hours, but the price can be compared with the flight. If tickets for the train there, you can take a night crossing (just Budgetary) or very cheap option reserved seat, who rides a day.