这两个有些区别：such as 后面直接跟所要列举的项目,for example 后面通常是跟完整句子的.
举个例子,I have been to many cities,such as Beijing,Shanghai,Guangzhou and so on.这里面such as就是用来列举实例的.再如,I will do something strange when I'm alone.For example,I'll talk to myself for a whole day.你可以结合我给的例子体会下.