When I go to China, I always buy a prepaid sim card with an Internet subscription. The card is free, although almost every seller will attempt to scam you by telling that now costs 20 euros (do not buy it from them out of desperation, on those pre-activated, you can not enable internet subscriptions with immediate effect but only after a month!! Go in 10-20 different stores until you find an honest seller, or the best way is to go to a China Mobile official store, but be careful to the fake ones), and with 5 euros per month you can get a 500 megabytes package, that with GPRS, it's enough for everyone. (Western phones won't support Chinese 3G - you are left with 2G)

There is also a way to spend less, but you have to use a wap proxy to access the web - a nightmare - don't save money on this

Once purchased the sim, your Western phone won't be preconfigured for internet access, so here it is:

China Mobile Web:
apn: cmnet

yes, just put cmnet as APN and voila, you can access the internet! You don't have to configure the WAP, because it only works on Chinese sites.

Then you can also configure the MMS, if you have Chinese friends and you plan to receive them:

China Mobile mms:
apn: cmwap
proxy: 10.0.0.172
mmsc: http://mmsc.monternet.com
mms proxy: 010.000.000.172
apn type: mms