It actually widely depends. If you have ways to keep Shaymin EX from being knocked out as easily then it's the better option to go. However, Octillery could be better if you feel as if Shaymin EX cost you more than it would give in rewards. Octillery is also a great card to have too because it's a single prize when taken. The downfall is of course a stage one and a two energy retreat cost, though on the same note, it could be a great way to wall as it could just allow you to quickly set up if need be. Honestly, I feel like this more boils down to the deck structure and personal preference. There are decks where I can see Octillery would be much better than Shaymin EX.
I hope this helps!