An English magazine here in Shanghai - That'sShanghai (www.thatssh.com) - had a two page spread about game consols and portable game devices. They presented a number of devices, including the hard-to-find Sony PSP, and next to each presentation they mentioned that it could be bought at stall number 246 on Wanhangdu Lu.
Street names are presented in both English and Chinese in Shanghai, in an attempt to make the city feel more international. A nice touch, but when streets seem to change name at random every now and then, it doesn't help that much. I started out a couple of blocks from the shop, but there "Wanhangdu" was called something else, so it took a while before I found it.