Resources for learning Shanghainese
When I was in Jiangsu province (and later, Shanghai), I was interested in learning Shanghainese and other Wu dialects. Unfortunately, there aren't that many resources, and a lot of the ones that do exist are low quality (No IPA, crazy made up romanizations, pronunciations indicated with characters, etc.) Here are a few things I found and my thoughts on them (Disclaimer--I can't claim to have succeeded in learning Shanghainese):


Chinese Pod has a few lessons in Shanghainese. They have no romanization, they choose characters sometimes based on meaning and other times based on similarity of pronunciation (when read in Mandarin), and overall, it's really unsystematic. But they do have some great audio, and it's phrase-book kind of stuff, which is good for starting off learning a language.
M and MX is another podcast site aimed at foreigners in China, and they have some Shanghainese. Again, not systematic, but there's audio, and it's useful in a phrasebook sort of way.
The Annals of Wu is a Sinoglot spinoff blog (BTW, Sinoglot is an awesome blog for Chinese language learners, especially if you're into linguistics). It's updated infrequently, but if you want some linguistically accurate musings on Wu dialects, it's absolutely killer.
Wu-Chinese is a Chinese language site focused on the Wu dialects. Their dictionary (linked) is pretty excellent, and their resources explaining Wu phonology are decent, but the site in general is kind of a mess with lots of broken links and terrible navigation.
Jon from Sinosplice keeps a (long but infrequently updated) list of Shanghainese learning books and his opinions of them. Worth checking out. There are lots of great books, but many of them are impossible to find unless you're in China, and even then...
Dict.cn has Shanghainese content (with audio!). Unfortunately, the written forms are sort of a mashup of etymologically correct character choices and phonetic-via-Mandarin character choices.


Good luck!