Skull,
I spent four years at SZA on the Bus with WASInc. before I left.
Shenzhen as a city isn't as bad with pollution as Beijing and you will learn to deal with the Chinese culture. Living by yourself won't be too expensive and you rapidly just accept the prices for good imported food. The local produce is pretty good - especially the fruit. For medical care don't waste your time on the mainland and go straight to Hong Kong for anything beyond the simplest illnesses.
I rather miss the big city life and especially the relationships you can build among the expats and the locals alike.
As far as working there I left because I was turning into an evil captain and never quite figured out how not to care about how things were being done. The flying was frustrating at best in my opinion.
The crews were nice enough most of the time and some I really enjoyed getting together on overnights with.
The contract changes every 6-12 months and the airline's interpretation about as often I think. I'm told the commuting contract is changing again soon.
The Airbus did mostly 2,3 & 4 day trips while the Boeing did mostly day trips while I was there. Pros and cons to both.
Basically your mileage may vary based on expectations. While I miss the living there part I haven't looked back for switching jobs once.
Good luck to you.