Well I need to add my two cents in here.
Went to Yu Ping last night. It is definitely the bomb! It is very easy to find as it is attached to the right side of the hotel and inside there's a big sign that says sauna
Everything goes pretty much the way everyone else described, with a few changes.
When I went from the lounge area to get a girl for the massage there was a room with all the girls in it. I stood on the outside looking through a glass window. There were 20 girls there ranging from 18-22 years old. They were all 7-8's in my picky opinion. All skinny, most short, flat tummies, boobs ranged from small to full.
I chose number 802 and 822 since it was my first time I figured, why the hell not!!
We had a great time, more than one hour, and I pretty got to do anything I wanted.
When I went back to the lounge area to relax they also have professional foot massage girls. These girls are definitely 8-10!! No sex allowed, but you can go in a privatelounge area with just the girl and she will give you a full lower body massage and get you off HJ.
I talked with one of the managers for a while, really nice guy, limited English, but we had no problem communicating.
They even brought me Chinese food to eat while I was relaxing, no charge.
The pricing went as follows: One girl for FS massage 600RMB, two girls 1050RMB, 45 foot massage 50RMB, or 90 foot massage with HJ in private room 326RMB.
Given the lack of othr choices for Shanghai this is an excellent way to relax. I was there for more than 4 hours and highly recommend it to anyone!!