Just flying back from AP and thought I'd give you intrepid travelers the low down.  

Shanghai -- They've shut down all the saunas(at least for now) but Manhattan and Judy's are both going strong. If you don't know, Manhattan is a bar, where there will be like 40 drop dead gorgeous girls from Vietnam. You have a drink and pick your favorite girl and head back to your hotel. Super easy. We did Manhattan two nights and both were spectacular. The hotels largely turn a blind eye to this. Never had a problem.  

Seoul --  There may be some underground scene here if u can find it with a local, but even with heavy research did not turn up good options. We did Belle Massage (kinda seedy facilities) one night and got a truly legit massage and handy from a pretty girl, but that is about it in Seoul.  

Tokyo -- my research turned up two Gaijin friendly escort services. Tokyo Hentai Club and Japanese Escort Girls Club. We started with THC and never looked back. The girls were gorgeous, price was right, and the service top notch. We did the Incall, where u pick a girl on the screen and then go to a "love hotel" nearby together. These are not super seedy like the no tell motel. They are pretty nice, but purpose built for this. I can personally recommend to you --> Rika, Rina, Honey, Sophie, and Meg. Though I expect all the girls a very good+. The site is amazingly well done and the check in dudes speak fluent English. One of the great escort experiences worldwide for me.
(Ps vaginal sex for $ is illegal in Japan, but all else is legal, and they build their skill set rounds this -- didn't miss it one bit)

Have fun!