BEIJING:
There's also BHG (which is the one that used to be very nice, but now they all seem just run-of-the-mill...maybe the one near the expo center in Shunyi is still okay???).
For Western groceries, Jenny Lou's (if it still exists); expensive but pretty good...haven't been in ages though. Maybe it's called just Jenny's now? They had a name change some years ago...can't remember.
Also, an honorable mention: IKEA; I usually go every few months just to eat in the restaurant and buy from their little food section/store. The frozen salmon is good; the chocolate is okay.