I am going to Shanghai for a work trip and would like to take the opportunity to discover another Asian city while i am there. I have been to Shanghai before. I have been to Hong Kong & KL briefly, not sure if they are worth another trip...
I will be going in February
I prefer to go somewhere that is an easy/direct flight.
Any ideas?

In September I flew into Shanghai then went on to Xiamen. I stayed on Gulangyu Island in the harbor, a short ferry ride away and also visited tulou in the countryside, my main reason for going, an hour or 2 away, depending on which you visit and how you get there (train, bus, car or combination). Google "fujian tulou" if you aren't familiar with them. It was very worthwhile, unlike any communities you'll see anywhere else.

Xian...

kyoto japan

bangkok

singapore

You have never been to Beijing? It is the number one place to visit in China (Great Wall, Forbidden city, Temple of Heaven, etc.) much before visiting Xi'An or Xiamen.
But you did not tell us what sort of thing you like or how far you are willing to go.

Don't fly. Take the G trains.

For a day trip from Shanghai, go to Hangzhou and the beautiful West Lake. Or the canals of Suzhou district.

For a major city, Beijing is only a bit over five hours away. That's probably quicker than wasting time in cabs and at airport.s

Or take the trains to Xi'An.

Do some exploring on http://www.cnvol.com/ and http://www.chinatraintickets.net/china-trains/

Bullet train to Beijing if Beijing is on your list. It will be a bit chilly-around 40/50s F-but lots to see and do. We loved Beijing.

Xian is nice and the Terra Cotta Warriors complex is interesting.

There are lots of other areas but since you're talking about February I haven't listed them.

Shanghai Museum is great if you haven't been there yet.

If you want picturesque and romantic Suzhou or Yangshou. If grand and marvelous Beijing .