well, i live in australia, and i can only really give you a run down on two cities.
brisbane and sydney.
brisbane is fucking small in population, and there is nothing to do there. i live there and it is ok, and the cost of living is low compared to....
sydney, a much larger city, heaps of cool shit there for sure, i go there at least once a year just for a break, the cost of living is very high, epecially things like rent, when compared to bris.
i don't know anything about the others to be able to comment here.
as for immigration, just rock up to the australian embassy, or check this out:
http://www.migrationint.com.au/
hope this helps