I've only stayed at the Holiday Inn in Zhuhai, so I can't make any other recommendations based on experience. However using Dianping (a sort of Chinese tripadvisor which I regularly use to check what place might be OK) to find a hotel not in Gongbei, I got the following results for 4 star hotels (just an arbitrary setting), and a review score of 4/5 stars or higher with 10 or more reviews:
1) 2000年大酒店 (2000 Years Hotel)
香洲区人民东路121号2122998
4.5 stars (22 reviews)
Has a "Chinese & Western cafe" according to their homepage
2) 凯迪克酒店 (Catic Hotel Zhuhai)
香洲区吉大区九洲大道东1197号中航大厦内3882222
4.5 stars (19 reviews)
3) 西藏大厦酒店 (Tibet Hotel Zhuhai)
香洲区梅华西路166号2669988
4.5 stars (11 reviews)
- seems to have a western restaurant according to wego.cn
The hotel prices were all around 300RMB for one night assuming a Mar.18th booking.
2000 Years Hotel and Tibet Hotel Zhuhai are in the Xiangzhou district which according to wikitravel "is the area where the locals mainly go shopping" so I guess that may be something in line with what you might be looking for. Catic Hotel is in Jida District.