Tainan's airport only has domestic service, so you can't fly there directly. In fact, IIRC, the only airline service is to Kinmen and Penghu, two other domestic only airports. KHH (Kaohsiung) isn't very far though. China Airlines and Uni Air fly there direct from Shenzen, and Eva, Dragonair, and China Airlines all serve it from Hong Kong, if you're connecting. Don't know how much luggage you have, but assuming it's not too bad, you can take MRT from KHH airport to Kaohsiung Main Station, and it's about an hour to Tainan city center from the Main Station by Tze-Chiang Express trains.