Then I would go for shRNA expression from a plasmid. They deliver a prolonged availability of your shRNA and are more stable than RNA in the cells. And you can usually select for them to make sure they are still in the cells. You may also take lentiviral systems into your considerations since its easier to target slow dividing cells with them. But this usually calls for a higher biosafety level.

The problem with knockdown experiments is usually delivery of siRNAs or shRNAs. In my experience, if you are using an easy-to-transfect cell line (e.g. HEK 293T), it doesn't make any difference of you use siRNAs or shRNAs (expressed from a plasmid). However in your case, I strongly suggest that you use shRNAs and a lentiviral delivery system. Firstly, you want to use a hard to transfect cell type (mouse ES cells). Moreover, you want prolonged knockdown (15 days).