I lived in Shanghai from 2004 to 2008 and enjoyed buying vintage clothes on ebay, and making the most of the tailoring markets, which Beijing has a few of too.
Walk in there with some magazine cutout photos, or very clearly detailed drawings of what you want, and they'll make it for you. The more you know about garment construction, the better. While most of the fabrics for sale in the markets are crappy, look hard enough and you'll find great stuff. Suits and blazers usually come out the best, but so do overcoats, vests and jackets.
I would usually make a trip just to buy fabrics, bring them home, and come up with designs based on the fabric. Then I'd go back to the market, get measured, and discuss what I wanted. It's incredibly cheap, and the more you're able to explain in Chinese, the better the results will be. Find a tailor who does what you want, and stick with him or her.
Retail in China sucks in every way.