Other than some very overpriced Games Workshop material I doubt you will find anything in either city.There are a couple of Hobby Shops in each city but really not worth a special trip as the prices and inventories are much the same that you will find at home.
As an alternative go to the various art supply stores and you should be able to stock up on paints brushes etc at good prices. There are a series of stores across the street from the Art Gallery in Beijing that are good Look in the various souvenir places and you may find some terrain.
In Beijing if you have time try to get to the Summer Palace and take a tour of the Hutongs (back lanes)near the BeiHai lake area. In Shanghai visiting the "Bund" -old area along the river- and the Shanghai Museum are options.
As to Shopping there are mega malls in both cities with prices to match the glitz , Beijing and Shanghai are no longer cheap and have prices to match those in New York or London. However the food is great Ask your workmates for ideas.
If this is your first visit to China be prepared for a lot of culture shock. The pace and energy is both cities is palpable and can be overwhelming. Also be ready for crowds and then some. At times the traffic can be horrendous and unless you are a combination of a formula one and a demolition derby driver don't drive.
Above all enjoy the experience and for a while gaming can take a pause
