Your time and experiences as a whole will be more valuable in many aspects if they're spent in China.
Consider:
1) Exposure to the Chinese language -- Mandarin, the _most spoken_ in the world - http://en.wikipedia.org/wiki/List_of_languages_by_total_numb...
2) Shenzhen is the "technology hub" of China.
3) The biggest, most successful companies in China are headquartered there, or are planning to establish their headquarters in Shenzhen (Baidu, Skyworth, Hasee, Huawei, etc.)
4) Lots of emigrants there already -- more people in Shenzhen understand English than anywhere else in China
5) A bustling nightlife, and availability of 'luxury services' should you so desire them (as mentioned by someone else, it is the norm there for restaurants to be open until late)