Sina Weibo, which was launched in 2009, is the most popular Chinese micro-blogging service. It has been reported that Sina Weibo has more than 400 million registered users by the end of the third quarter in 2012. Sina Weibo and Twitter have a lot in common, however, in terms of the following preference, Sina Weibo users, most of whom are Chinese, behave differently compared with those of Twitter. This work is based on a data set of Sina Weibo which contains 80.8 million users' profiles and 7.2 billion relations and a large data set of Twitter. Firstly some basic features of Sina Weibo and Twitter are analyzed such as degree and activeness distribution, correlation between degree and activeness, and the degree of separation. Then the following preference is investigated by studying the assortative mixing, friend similarities, following distribution, edge balance ratio, and ranking correlation, where edge balance ratio is newly proposed to measure balance property of graphs. It is found that Sina Weibo has a lower reciprocity rate, more positive balanced relations and is more disassortative. Coinciding with Asian traditional culture, the following preference of Sina Weibo users is more concentrated and hierarchical: they are more likely to follow people at higher or the same social levels and less likely to follow people lower than themselves. In contrast, the same kind of following preference is weaker in Twitter. Twitter users are open as they follow people from levels, which accords with its global characteristic and the prevalence of western civilization. The message forwarding behavior is studied by displaying the propagation levels, delays, and critical users. The following preference derives from not only the usage habits but also underlying reasons such as personalities and social moralities that is worthy of future research.