"shen me " is the correct one!! trust me !! ;p yeah some actors or actress in movie may pronounce it in a vague way and make you confused,but you should be aware that not all of them can pronounce mandarin perfectly,even they are native speakers though, there are a bunch of dialects in different district of china,,,so my advice is maybe you should listen to chinese news or the like which is more official if you wanna learn standard chinese pronunciation and pick up from movies and chinese tv programme if you wanna build larger idiomatic chinese usage, ;p just speaking from experience english pronunciation makes my head ache though~~~ ;p hope it helps, ;p

shen me is correct.