Transiting through China to Nepal

We are flying to Nepal with 2 stops in PRC in both directions. My understanding is that I do not need a visa to leave the airport for a sleep at a nearby hotel in Shanghai or Kunming. In addition to our long layovers (10-12 hours) we also have a short (3-4 hr.) layover in each direction. When we arrive, where do we go to get permission to leave the airport? Will we need to collect our baggage at each stop?

Cathy