Zhongshan ba lu is only 3 metro stations away from the Railway Station, so it's a convenient location. Make sure you check out both of the children's markets there, both of the kids markets there.
Zhongshanba clothing market (Lihu building): Metro Line 5 to Zhongshanba station. Take exit A, cross the street and 200 metres on your right you will find the entrance.
Fu Li Kids world: Exit A, turn left, walk 200 meters and then you see it across the street.