I have been to Shanghai many times on business.  I usually stay at the Sheraton Grand in Hongqiao.  Across the street from the Sheraton, next to the Starbucks, is a sauana club.  Very safe and very clean.  Never had any problems.  You go in and they escort you to the locker room where you change into shorts and a small jacket.  You go to a room and wait and then a short time later they bring you downstairs where they have a lineup of girls (usually 6s to 8s).  You pick the one (or 2 if you like) and go to a room which has a bed and a separate large "shower" room.  They wash you up and then begin the Nuru experience with the gal(s) slipping and sliding all over you and sucking and rimming you.  After the warmup act you get dried off and then go to the bed.  Not a lot of DATYing or DFKing but you'll get sucked and fucked to your hearts content.  Lots of mirrors to watch the action.  After you're done you get cleaned up and she escorts you back to the locker room.  You get changed and pay the front desk.  For one girl its 900 RMB and for 2 girls it's 1300.  Lots of fun.  Place is open from like 2 in the afternoon until midnight.  Pickings get pretty slim the later you go and just a few to choose from early.  Lot of Japanese businessmen so you will probably be the only white - or other - fella in there.  They like to look at the comparatively large size for the non Japanese men so yuo'll feel like Godzilla as they gawk over the size of your erect shaft of white alabaster.  Enjoy!

I think I walked by that place all the time. I've done the escorts service before in SH where they come to you instead. Never tried the sauna. I'll be sure to try it when I go there this summer.

Nanjing Lu sounds familiar.  Anyway the best direction is right across from the Sheraton and a couple doors down from Starbucks.  I think its Xinghe Sauna.