There are few foreign restaurants and the ones that exist don't seem very Western. But it's still fun to go to them and try what they think is foreign food.
Pizza Hut is in SJZ, although the food is different than PH in the States or other places. However, if you want something like pepperoni, they can usually make it, sometimes with a little polite insistence. Just tell them you want a pizza with LaRouChang. They also have decent onion rings.
If you like ice-cream, there are 3 Dairy Queens in SJZ, within a few blocks of each other. One is in the EGO building beside Tai He, directly underneath McDonald's. The second is in the Wonder Mall, at the corner of ZhongHua DaJie and YuHua Lu. The third on is right across the street from the train station. All three of them also have a Yoshinoya Japanese fast food sharing the store space with them. Look for the orange Yoshinoya sign.
KFC is everywhere.
Coffee shops in the western style are emerging. There's a new Costa Coffee that just opened in one of the malls, there are some cute coffee cafes, a SPR starbucks look-alike and others. You can goto one of the chain restaurants McDonalds and KFC and get a "Navy" coffee, and chill out there. One of the best coffee shops / bakeries is across from Beiguo "Tasty Bread." There is, however, a bakery on the bottom of "You Mall" in BeiGuo Shancheng that looks like a real bakery/coffee shop where one might sit down and have a coffee.
A Starbucks recently opened September 2011 in the Wan Da Mall on Huai An Lu in the east side of the city. Another Starbucks is opening soon in the Wonder Mall on Yu Hua Lu.