I've never done the ICN routing for Southern China but for cities in Northern China it is indeed the best choice of transfer point.

For the OP's question I would say that PEK is the worst choice by far. I'd do HKG even if it involved crossing the border into HK and taking a bus then crossing the border into China. That is still preferable to going thru customs in PEK then waiting in PEK for a flight likely to be 2-3 hours delayed in CA's dumpy domestic lounge then arriving at the Shenzhen airport at midnight and having to catch a cab into town which just about as far away from Shenzhen downtown as HKG Airport. This is definitely the least appetizing of the options!

If you can get a good connection time thru ICN and fly UA on the SFO-ICN portion, it's usually a fairly easy upgrade when compared with the UA - China flights.

If you really don't care about UA miles or flight comfort but simply want the absolute easiest/least time consuming connection you can fly IAD-LAX-CAN with LAX-CAN on CZ but their economy class is the pits (although they do have reasonable economy deluxe prices sometimes). Busses from CAN to Shenzhen run all the time and are easy to do.

Basically anything would be better than connecting in PEK.