I am in a similar situation, DS was a 31 week preemie (now 8 weeks old, so almost to due date!) He is great at nursing with the nipple shield, and has latched on a few times without. I'm not sure about the size of the nipple shield - for some reason my impression was that it was based on the size of the nipple, not the size of the child. We have been using a XS and it still seems to be working fine.
As far as the bottles go, our NICU used Dr. Brown's for him because apparently one of the neos did some research that indicated that those are the best for BF babies because of the vacuum. I guess the work they have to do to get milk out of Dr. Brown's is similar to nursing. We have been using them at home as well and he switches back and forth just fine.