We went to Beijing/Xi'an/Handan in February the year before the Olympics for the Room Monkey's wedding. It was cold & full-on heating season which you can smell as soon as you exit your plane at Beijing airport. Coal furnaces in buildings give the air a nice industrial smell & the haze will spoil all of your landscape photos.
See the untouched picture below of the entrance to the Forbidden City from a distance. That haze is pollution.
Make sure you dive into the hutongs of Beijing for shopping & atmosphere. Walk south from Tianamen Sq & you will find an easily accessible one that won't require a guide.
Ian