I chose to fly from Shanghai to Shenzhen and booked my flight via elong.com website. The service via the website is pretty good once your booking is finalised you receive a SMS confirmation and also an email confirmation. You simply show your passport at check-in and receive your boarding pass.
The Shanghai airport is modern and even features some funky art work to enjoy while your walking the hallway to your departure gate.
The airport is also pretty easy to navigate with english translations on all the signs plus there seems to be a lot of english speaking staff floating around.
My flight was the CA922 which actually comes from Osaka then stops at Shanghai for a while before heading on to Shenzhen.
The flight takes just over 2 hours and is hassle free, smooth and comfortable. You even get a free meal (chicken and rice) plus a water.
Shenzhen Airport is fairly easy to navigate, but it might be a good idea to have a Chinese address for the hotel your staying at. Luckily for me when I was trying to buy a ticket for the airport transfer shuttle that a friendly english speaking local jumped in to help out.
Shanghai – Shenzhen Map