I went to the one that is housed in an Agricultural bank on Chang Jiang Road, near the CBD, and it can be a hassle at times.
During the Shanghai Expo a little while back, it was good, because they relaxed some rules for sending money overseas either via bank, or other means. But they said when the "grace period" ended, which I think was around October, that the old rules would apply. That means, that the threshold for stuff is a lot lower, and that you have to use actual USD, if that is what you want to send, when you use them. When I say them, I am talking about Western Union.
Before the Expo, I didn't know you had to provide USD to them in order to send money to the US, but I did, and at that time, I didn't have it. So after a heated argument by me, they relented, and sent it via the Western Union manager's ID card.
I am not sure how it's like now, but at least you get a bit of a track history of someone that has used it before. Good luck.