The capital of Xinjiang, Urumqi is a modern city with more than 2 million people of diverse ethnic backgrounds. The signs on the buildings could be in Russian, Chinese or Uighur, giving you a taste of what kind of people inhabit this city.
It is perhaps the city furtherest from any ocean, the climate is dry but supposedly if you dig you will find water not too far down. Tianshan mountain lies to the south of the city, and provides the water in the form of melted snow.
The grand bazaar is a place which showcases the multitude of people and costumes, with dancing and food and shops to entertain.
Watch out for pickpockets though...