[english grammar man]

Beijing has a population of 15 million and area of 16,800 square km. (892 peple / sq km)
Zhuhai has a population of 1.4 million and area of 1,653 square km. (846 peple / sq km)

If you look at the ratios, each city has very similar population densities, so don't expect too much of a difference in the cost of living.

Zhuhai also has a reputation as being the most liveable city in China. A garden city you may call it with beautiful natural landscapes. Personally, I would prefer Zhuhai due to the cleaner environment.