Shopping

DVDs	Small DVD stores are everywhere in Shanghai and there are also some street vendors. Best to buy from a store, so you can return faulty discs. The stores also have huge selections of boxed sets of movie and TV series, such as Friends, The West Wing, Lost, Alias and so on.
Groceries	If you are looking for western grocery products, Carrefour in Gubei stocks a lot of these, including breakfast cereals, jams, wines, cheeses and so on. But there are also many department stores that have supermarkets with lots of western products and there's also the supermarket at the Portman Ritz Carlton on Nanjing Road West that has a large selection of imported products.
Malls / Department Stores	These can be found all over Shanghai. Some of the biggest ones can be found in Xu Jia Hui, Nanjing Road and around People's Square (eg Raffles City on Tibet Road).
Markets	Probably the most popular is Xiang Yang market at the intersection of Huai Hai Road and Xiang Yang Road in down town Shanghai.
Photographic Supplies	There is a huge photography mall just by Shanghai railway station where you can get EVERYTHING you'll need including film, photographic paper and developer, studio flash heads and stands, lenses, bodies, memory cards, antique cameras, medium format cameras and accessories and more.