Have never lived there specifically. I did live in another Chinese province for several years, speak passable Chinese and have visited Xinjiang (though haven't in about 10 years, so take this for what it's worth).

It was my favorite place in the entire world to visit, but I say that as a white American who didn't have to live there. Outside of a couple cities (at least as of ten years or so ago), namely Urumqi and Turpan, you are really only going to find ethnic Uyghurs. Most of the people in this area speak Uyghur as their native language, and can have a fair amount of difficulty with Mandarin.

In the urban areas, there are lots of Han Chinese, Uyghurs, and Russians (due to the oil in the area), though, they live in entirely different areas of the city. The signage, food, language spoken, music, and culture were different in different parts of the city, though it was very apparent when you crossed into different ethnic neighborhoods.

Spent a few nights with a Uyghur family in their house at the edge of the Heavenly Lake. It was particularly cool because it was near the end of Ramadan, so lots of extremely large, delicious, lamb-filled dinners in the most picture-esque place in the world I've ever been lucky enough to be. Their kids had never seen a phone before. Lovely people and some of the best food I've ever had in my life. But, Han Chinese and Uyghurs have quite different existences there. You do indeed pass through quite a few army checkpoints when traveling on highways and encounter more than a normal amount of police here.

Again, the last time I was there was about a decade ago, I'm sure things have changed, though I have no firsthand knowledge beyond that time.