City Shop is a local grocery store geared toward expats and offers the widest range of imported products in Shanghai. Their new English (and Japanese) language website makes ordering online even easier. With a bakery offering a selection of made-to-order sandwiches and homemade breads, a local farm supplying fresh produce, and a wide selection of wines, liquors, and beers, City Shop offers the best selection of imported goods in the city. Prices are high, but they definitely give you the best bang for your imported buck.
Delivery: Delivery within Shanghai is RMB 20. For orders over RMB 200, delivery is free. Delivery within 24 hours on orders placed before 15:00.