Beijing is pretty terrible in both air and water pollution. The running joke is that if you are a decently high up government official you would have a water filtration system installed in your house (actually true).
Anyway I was in Shanghai the past week and the air was surprisingly ok. Normally when I get off the place I notice the air quality immediately. Maybe it is because I haven't been to Shanghai in awhile.
p.s. Anyone know if fog has anything to do with pollution? Getting a crazy amount of it right now and caused me to be stuck in Wuxi for a day due to highway closing (at least the InterContinental was nice in Wuxi).