The bigger ones do, like the old Yuping and Shanghai Hotel saunas but I *think* they only accept Visa/Mastercards. It could be an exception though as my cards are with the larger, well known international banks like BofA and Citi so I assume they know those are legit. Still, I would strongly suggest that you carry cash instead of charging it on plastic considering that banks like to rip you off(I would know, I work for one) by charging you a 2-3% foreign currency conversion fee. Not really worth it as most large Chinese banks would give you pretty straight up market exchange rate for currency conversion.