Considering taking post in Jan 2010 to teach ESL Shenzhen

Hello, would love feedback from any expat English teachers living and working in Shenzhen.  What about the cost of living there? Is it cheaper to live in Guangzhou or Shenzhen.  I have been offered a  position in either city, but am more drawn to Shenzhen for some reason.  I love to hike, swim,jog,etc and keep in shape.  Are there gyms (fitness centers) there? I am single, in my early 50's, extremely health concious (Tai Chi, yoga,vegetarian) Is it fairly easy to make friends in the expat or teaching community there? Are the local people friendly to Americans?  What about safety, traveling alone, going to dinner or shopping alone?
Any cultural taboos I should know about.  I noticed there was a lovely beach quite close by.  Can anyone tell me about that?  Thanks so much.