Andy,
I took a taxi to the Chinese address that you had stated was "On the Way" bar. I ended up in a remote residential area and, after wandering around for a bit and asking people (to no avail) where this bar was, I caught another taxi to the pinyin address that was given for "Madison's" bar on this site. I did a thorough search of the entire area and could not find the bar. A little frustrated at this point, I noticed a bar down one of the side streets off Suzhou Lu. It turned out to be a bar called "2008," a dimly lit cocktail lounge with ambient house music and a decent drink selection. I stayed for an hour or so, during which time I was the only customer there. After wandering around for a bit more, I found a bar called "Benjamin 15," an even dimmer cocktail lounge with a dark mahogany bar and Persian carpets adorning the walls. I had a good German beer there (about 50 rmb) and listened to some some cool 60's tracks, including the theme to "James Bond." I considered ordering a martini (shaken, not stirred, of course) but, instead, continued my search for an expat bar. After walking for awhile, I was on the verge of giving up and just calling it a night when I noticed a big bar called "NightHawk." This looked promising, so I gave it a go. The first thing I noticed upon walking in was that this place is not so much a bar as it is a cabaret. A group of Chinese girls were on stage dancing like Britney Spears. They were actually quite good. Then several girls in tightly clad red dresses did a cat walk up and down the stage. There were a couple of singers as well. The beer was reasonably priced, so I stayed for a bit. All in all, I liked it. Next weekend I will search for "Knights Bar." And though I may not find it, perhaps I will find other interesting places...