To be honest I have to agree with Braindrain. Ebay is probably as good a bet and the quality may be higher than the local malls. Tried Xujiahui shopping for electrical goods before but it's hit and miss.
BTW I have heard - although not experienced - about dodgy wiring on converters at malls. So be careful when looking for cheapo electrical items, or you might get more fizz than you bargained for. And never leave the stuff plugged in when you're out of your hotel room either.