Date registered: October 10, 2009
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The bullet trains from Chengdu to Beijing and Shanghai seem to have been stopped. I don't know whether this is temporary or permanent. Otherwise, there's a new online ordering system for buying train tickets; I haven't used it, but my guess would be that it requires a Chinese bank card. There are also travel agency-type services that you can find with a Google search that will book tickets for you for a surcharge.
I thought I'd update this in case anyone else has a similar question. I did end up going to KL for a visa. I applied for a 6 month multiple-entry tourist visa, but they only gave me a 30-day single-entry. As others have noted, the process of applying was fairly convenient, although I had to go back the day after applying for a two-question "interview."
For the clothes and shoes, you might try Decathlon, a big French box store across from Ikea. They're a sporting goods chain, so you won't find anything too dressy there, but they have some good everyday clothes. Not sure about the other things, but there's always taobao.
The ambiance and the food aren't bad, but the prices are pretty shocking. Most of the main dishes are around 100 kuai or more, even the pasta. The pizza is above average for Chengdu but not that special—Le Sud's is better and more reasonably priced. And if you have money burning a hole in your pocket, you can get better food and more of it at Cafe Z.
Don't order the blueberry cheesecake. It's 55 kuai for a small slice, and it's terrible.