I can only speak for Almaty having lived there. Its a great place, fairly liberal, some great clubs (try Petroleum) - much better than its neighbour Uzbekistan for facilities (although ironically clubbing is better in UZ). Decent Shopping Centres and reasonably priced. Come a long way in 10 years since the boom. Also the Police/Militsia don't hassle you - all in all recommended.
Although I'm into Photography. A snap from the vicinity of our 737 of a 125 (I think the Prez owned it) nearly got me arrested - but other than that - never any hassle
