I can't believe I've been living in Shanghai for over a month now. The key I think has got to be the creature comforts that have made life feel just a bit more like home.
APARTMENT
Apartment hunting is a strange affair. Unlike SF, where move in dates are generally the 1st or 15th of each month, apartments in Shanghai is pretty much available whenever they are available. Everything that is expat-suitable is on one-year contracts, with pretty high move-in costs: minimum of first month's rent plus a deposit of two months' worth. Don't be surprised for requests of three months' chunks of rent at a time (it's just a less hassle thing.)
If you want to live near the city center, the areas you will be looking in are: Huangpu (includes the Bund), Luwan (older district by the old city), Xujiahui (large district consisting of chunks of former French Concession), and Jing'an (also a large district with nice parks and chunks of former French Concession). If having larger more suburban-style living space is more important you should look into areas near Hongqiao and of course Pudong (expats here call it Pu-Jersey but really it isn't that far - 30 minutes driving without traffic, and up to 2 hours with traffic; if you're near a metro line, you can get into downtown in half an hour).
A great agent is key to a successful apartment hunt. There are generally three types of housing in Shanghai for expats: 1) Modern apartments in high rises, 2) Older apartments in French Concession area in various stages of renovation, 3) Renovated Shikumen homes, classic court-yard based homes. The older apartments are extremely charming - like San Franciscan Victorian homes. In the end location and creature comforts were the most important to me, so I went with option 1.
The housing agents I used were from move2shanghai.com. While they were fine in the upfront portion of the hunt - taking me to see various apartments, negotiate with the landlord, etc., from what I hear they're not the most aggressive negotiators and deal finders, so if you're on a strict budget they may not be right for you. On the other hand, their after-sale service has been absolutely impeccable, arranging everything from Internet and TV installation to recommendations of gym membership, local parks, DVD stands, etc., and tracking down the landlord to issue the all important Fapiao. Use their website to look around and get a sense of how much things cost where.
INTERNET
Having Internet is all-important in Shanghai. It's a rare bit of respite to catch up on news and events from home, keeping in touch with friends and family via Facebook and Skype, and watch clips of your favorite shows that are no long on your TV. Unfortunately Internet is heavily censored in Shanghai, a strange sampling of things blocked in China: Facebook, Twitter, Tiffanyco, TalentZoo, Google.com (not the .hk / .tw versions), etc., and other sites which won't let you complete transactions are Netflix (can't stream anything), Macy's (can't place an order), etc.
Luckily it's not too difficult to get around the censors, all you need is VPN service. The VPN service mirrors servers in other parts of the world so the websites are fooled into thinking that you're not in China, and from the Chinese censors' perspective they just see a harmless server, not the destination sites. I used Astrill at a friend's recommendation and it has worked out really well. Cost wise, it's $70 for a year, plus $60/yr to be able to use multiple devices at the same time, plus $70/yr to be able to connect your router so you con't need to connect each new device.
To get Internet, you will need to have broadband service. You will need to go to China Telecom and ask for it to be installed. Payment is 1,800 RMB for a year. Unfortunately the process is a bit convoluted: you show up in person with your passport to put in the request, then call a phone number for the next week or two to see if the request has been processed yet, once the request has been processed, you can show up again to pay for the service, and then wait for an installer. Other than showing up with your passport, your agent can handle the rest for you. On the upside, once arranged, you will receive the cell phone number of your actual installer (it's on the invoice), who will call you around the time of installation to verify your whereabouts, so you don't have to wait around all day! Amazing!
TV
There are two English channels on the Chinese cable TV, both are propaganda crap. You need to install English Satellite TV. I ended up with the popular Dream package, which is streamed from Philipines. A solid dozen of English channels with American and Australian programming - HBO (no original programming like American HBO, so maybe more like a Cinemax), Showtime (not quite like the American Showtime, with older movies), AXN (Australian? TV with plenty of American programming - The Voice, Glee, etc.), History Channel, Animal Planet, National Geographic, etc. I've caught many episodes of CSI: Miami and Ice Road Truckers, so all in all not too bad.
SHOPPING
Just about everything delivers in Shanghai - it's kind of like NYC in that way I guess. Because credit cards aren't common, the online shopping experience is actually quite interesting. Once you order stuff (e.g. from Taobao or Yihaodian), they will be delivered on a day of your choosing. The delivery man will give you a call before they drive out to your home (you'll see them on the street - HUGE stack of boxes strapped to the back of a little moped) to make sure you're home. Once your stuff arrives, you can inspect the goods to make sure nothing is missing or broken, and then pay the delivery man. If anything is damanged, you just hand it back and you don't pay for that part of it.
A note about IKEA - there are two of them in Shanghai, and delivery is very cheap, something like 80RMB (less than $15), and you can get someone to put all the furniture together for you for a small incremental fee - something like 50RMB.
Food is another matter, more on that later.