I am a Saudi citizen would like to go to shanghai for about one week do I need visa?

Yes, Mohamed, you need an entry permit for this visit. If you go to Shanghai for sightseeing purpose, you need to prepare your passport, a photocopy of the data page of your passport, a duly finished application form, a passport sized color photo, and round-trip tickets and hotel bookings.

You don't need to make an appointment, but the application documents are not to submitted to the embassy, but to some agents designated by the consular seciton, including:
Foreign Affairs and Business Office
Chinese Competitive Spirit Co. for Visa Service
AlSandross International Est.