For a classy high tea, I would go to the classiest hotel around such as the Peace Hotel (excuse to walk around and see the building, lobby, restrooms, etc.), Peninsula, perhaps Park Hyatt for the view and extreme modern style, maybe Andaz or Hongshen (spelling) 12? for modern style, etc. The Westin Bund isn't of the same category, although its evaluation might well depend on how much one values ambience versus food itself (versus service too).

As an analogue, I would go to the Peninsula or RC in Hong Kong for high tea, not the YMCA place next to the Peninsula, the Sheraton on the other side, a Marriott (rather than the RC in the same hotel family), etc.