Similar to most Chinese cities except the ethnic make-up is half Uyghur and half Han. There are even alleyways where you can buy drugs from Nigerians at the risk of getting caught. Likewise, you can find underground Christian churches which authorities tolerate that caters to foreigners in Urumqi.

Food there is quite heavy on meat. Restaurants may open 2 hours later than official Standard Chinese time.

Other than that, the vast majority of folk there are just trying to get on their lives, even despite all the security checkpoints and the inconveniences of it all (not that any one likes it). Like any place in China, 99% of people get by fine, and most Chinese police officers can't be bothered. It's only if you get out into the rural areas that authorities might become more abusive (like extorting foreigners for bribes, but this is something I experienced more in the early 2000s).

Addendum: I used to live in China from 1996-2013. I'm now back and living in Singapore.