It's hard to opine without more details about the job opportunities, but all things being equal, I'd probably rule out GZ because it isn't as nice as SZ, and the economy is much more local than SH. I've lived in all three places. SZ definitely offers a more relaxed lifestyle than SH, but I'm not really into manufacturing related work, so I came back to SH. It's also easier to get by here without strong Chinese skills.