Cool Docks sits just a little bit south of The Bund (外滩). This area used to be a lot of docks many years ago. In the last decades these docks gradually ceased working. However some people saw the potential of this area. In the last few years, this area was renamed "Cool Docks" and changed to be a place like the fusion of The Bund (外滩) and Xin Tian Di (新天地).
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In Cool Docks, you can have a good overview of Lu Jia Zui (陆家嘴), which looks wonderful during night. There are also quite a few good restaurants with good atmosphere and decor, such as the Greek restaurant Mythos, and the Indian restaurant Kebabs, etc. Having a nice meal and the nice view of Lu Jia Zui, this is even better than Xin Tian Di! There is also a small arificial beach in Cool Docks. Certainly you would not want to compare it to a real beach. But it can still give you a feel that's quite different than the rest of Shanghai.

Map! Find where it is!
How to go: Taxi, or long walk from Xiao Nan Men Station (小南门站) of Metro No.9.
Admission: 20 RMB for the beach.