I've been living in China for the last few years and have had the pleasure of working at the last few international skating events here, including events in Harbin, Beijing and Shanghai. From my experience, Chinese crowds tend to be extremely patriotic and reserve their excitement for homegrown skaters and some of the really big names from abroad. This increases depending on the city - Shanghai being relatively cosmopolitan and having a large international population is more western in their behaviour. Beijing is a little less lively and Harbin can be almost icy (at the Winter University Games, no Chinese female skaters made the top group and a large chunk of the audience left before this group started despite it containing the likes of Kiira Korpi).
Having said this, the crowds are gradually becoming a little more open... I think... maybe?
This is just my perception and others are welcome to disagree, but even a Chinese skater I was talking to recently said that crowds in Japan and other countries are much more lively and generally welcoming of international competitors.
Regarding Shanghai vs Beijing, the 2011 & 2012 Cups of China were in Shanghai, this year back to Beijing, but next year it will be back to Shanghai again as a trial run for the World Championships in 2015 which will be in Shanghai.