SH-SY5Y are nerublastoma cells. Neuronal cells are in general hard to transfect. DO you want to transfect differentiated or undifferentiated SH-Sy5Y? If differentiated It will be best to use lentiviral vector transduction of shRNA. Lentiviral transduction system can be obtained cheap from Addgene repository (www.Addgene.com). But apart from that siRNA is easier to transfect than plasmid so for undifferentiated cells some agent should work. I always got good results when using siPORTNeoFX but I have never tested it for SH-SY5Y. siPORTNeoFX is sad to be designed specially for siRNA in contrary to Lipofectamine which is more universal transfection reagent.