Sorry, but Shenzhen is really not a good place for non-Chinese. Yeah, you can take classes to learn Mandarin and read Chinese but you'll never bond with the locals and will feel like a foreigner everywhere you go. Nobody should have an idealistic notion about China. No matter how much it opens itself to the world, the country and its culture is staunchly xenophobic and unwestern. If you're non-Chinese, you will be isolated except within a tiny expat community. That's no way to enjoy your life even if your salary can go farther there.