Check the classifieds on some of these sites....thebeijinger I believe had some guitars on for sale under the classifieds section...

Count the strings and frets, and make sure there is a power supply included.

Check 58.com and ganji.com in your city. 

If you're buying on Taobao, tell me what style and price range you prefer. I have a truly disturbing collection of dianjita Taobao links saved on my computer. I recently ordered 2 different guitars on Taobao. I'll tell you how it goes. 

If you just want to muck around, pick up a Fender Squire or an Epiphone Les Paul. Both made in China and cheap - compared to the real McCoy made in USA.  But be prepared for poor workmanship: fret buzz, faulty onboard electronics, cheap veneers, tuning heads, knobs & switches that wear out and fall off in a month or two.  But if you just want to muck around...

On the other hand, there's a dude in BJ that sells Burns guitars, imported from the UK, at a fairly decent price.  This is not a plug nor have I ever played a Burns.  I'm very happy with my Fender Strat American Classic, bought in Austin, Texas for a song. Try the guys at Burns:

http://burnsguitars.cn/zh/burns-guitars-china-launch-event

For my money, though, I'd go for a Squire.  Played one a few years back and it wasn't bad.  Have fun, dude.

Go to gulou east (鼓楼东大街), there's plenty of guitar shops there.

Mine is a fake Squier (so a fake ripoff, I guess?) which I bought for 800 yuan's. It sounds good enough, and has already lasted 5 years.

Tip: if you go there, try to find Xander's guitar shop, it's in the back of that big shop that sells figurines and shit (there should be a side-car in front), he has rather reasonable prices compared to some shops and good stuff, and I guess he might be nicer to you if you tell him "lu yi ke" sent you.