Shenzhen Airlines typically offers Business and Economy cabins (with First or Premium Economy on some widebody/long-haul routes). Cabins differ notably in seating, catering, baggage allowance and mileage accrual.
For short routes economy is usually the best value; on overnight or long-haul flights Business meaningfully improves rest. Watch for upgrade offers with miles or cash around check-in time.
Product-wise: Shenzhen Airlines, a Star Alliance member controlled by Air China, is the home carrier of Shenzhen Bao’an airport with dense domestic coverage and strong business-route frequencies to Beijing, Shanghai and Chengdu.
On loyalty: PhoenixMiles (shared with Air China) members accrue miles by cabin, and elite tiers add seat, baggage and lounge benefits — worth joining if you fly Shenzhen Airlines often.