Macau or Shenzhen?

Neither city is a beach destination, but Shenzhen has beaches you would actually swim at. On the Dapeng peninsula, Xichong faces open sea with green hills behind it, and Dameisha and Xiaomeisha are long public sands. The catch is that they are an hour or more from the centre, and on summer weekends they get very crowded.

Macau's two beaches on Coloane are pleasant enough for a stroll. Hac Sa has dark sand under pines. But the Pearl River leaves the water silty and brown, so most swimming happens in the Cotai resort pools.

Macau has the more distinctive table. Macanese dishes such as minchi and African chicken come from centuries of mixing, and they sit alongside Portuguese dining rooms, serious Cantonese cooking and egg tarts eaten in the lanes below St Paul's. Food is part of the old town itself, and Coloane's village is good for a long lunch.

Shenzhen eats well in a different way. Because the city is made up of migrants, you get Chaoshan beef hotpot, Hakka chicken, Hunan and Sichuan heat and northern dumplings, plus seafood picked from tanks at Nan'ao and Shekou. But it has no cuisine of its own, most meals are in malls and office districts, and menus are often only in Chinese.

Macau is clearly ahead here. The Historic Centre runs from Senado Square's wave mosaic up to the façade of St Paul's and on to Monte Fort and Guia lighthouse, and it is a continuous walk through Portuguese and Chinese history. It is compact, so a day or two covers it.

Shenzhen's sights are mostly the story of its own fast rise: the Ping An tower, the Civic Centre roof, the galleries at OCT Loft and the copy-painters of Dafen. Nantou's Ming-era lanes and the Hakka walled villages are older, but they are spread out and less impressive than Macau's core.

Shenzhen gives you more choice of the kind of night you have. There are big-room clubs around Coco Park, terraces and craft beer in Shekou, arts-crowd bars in OCT and late KTV rooms, although the areas are far apart and much of it is indoors.

In Macau, nights out mostly mean the casinos and the polished lounges inside the resorts. Without gambling there is little else, and the old centre goes quiet early.

This is the biggest gap between the two. Shenzhen has Wutong Mountain, a steep climb with views towards Hong Kong, and a coastal trail between headlands and coves on the Dapeng peninsula. You can also kayak on the eastern shore, and the Shenzhen Bay waterfront path passes a mangrove reserve full of wintering waders.

Macau is almost entirely built up or reclaimed. The Coloane hills and the loop round Guia Hill are a breather, not a day out.

Both can reach Hong Kong, but Shenzhen makes it far easier, with fast trains to West Kowloon in under half an hour and metro lines to the border. Guangzhou and Foshan are a short high-speed ride away too, and Macau itself is within reach.

From Macau, Hong Kong is about an hour by ferry or across the bridge. Guangzhou means crossing into Zhuhai first. Every trip from Macau involves passport control, and the mainland may need a visa.

Shenzhen is made for days out with children. The cluster at Overseas Chinese Town includes Happy Valley's roller coasters and the miniature landmarks of Window of the World, and there is also the Safari Park, the marine park at Xiaomeisha, and malls with play areas. Expect long journeys between them and intense summer heat.

Macau works for a day or two. The Science Center and the Giant Panda Pavilion on Coloane are gentle outings, and resort pools help. Beyond that, the casino focus and the steep stairways of the old town limit it.

Shenzhen's metro is the better system, clean and signed in English, and it reaches the airport, theme parks, borders and high-speed stations. But the city stretches some 80km, so crossing it can take half a day, and walking between districts is dull. Set up mobile payments before you arrive.

Macau is the reverse. The system is patchier, with crowded buses, the Taipa light rail and casino shuttles, but nothing is far away and the old peninsula is best explored on foot, hills and stairways included.

The two are broadly level, but they sell very different things. Macau is about luxury, with watch dealers, jewellers and international fashion houses in the air-conditioned casino malls, plus almond cookies and Portuguese tiles from the old lanes.

Shenzhen is better for browsing and oddities. Huaqiangbei's floors of electronics stalls, the tailors at Luohu Commercial City and Dafen's oil paintings sold by the metre are unique to the city, while its luxury fashion is limited to a few mall floors.

Shenzhen is the cheaper stay overall. Its comfortable modern hotels cost much less than in most big international cities, and ordinary meals of noodles, dim sum or hotpot are cheap. Costs rise mainly at the theme parks, the Shenzhen Bay luxury hotels and the imported-drink bars.

In Macau, walking, buses and street snacks are cheap, but room rates jump at weekends and during mainland festival weeks, and casino restaurants are expensive. A midweek visit makes a real difference to the bill.

Neither city is worth planning a trip around for performance, and both have similar programmes. Macau has more history behind its stages: the Dom Pedro V Theatre and its long-running autumn music festival.

Shenzhen has modern halls for its symphony orchestra, touring ballet and acrobatics, plus small live houses near OCT Loft with Chinese indie bands. Most theatre there is in Mandarin.

Shenzhen has a real culture of relaxation. There are foot-massage parlours on almost every block, multi-floor bathhouses that run all night with pools, saunas and sleeping halls, and hot springs in the nearby hills. Some people cross the border just to spend an evening in one.

Macau's version happens inside the hotels. The large resort spas in Cotai are polished and easy to book as a pool-and-treatment day, and the quiet lanes of Coloane village are the calmest place outside them.