Shanghai hairy crabs are now in season. You can order them in almost any Shanghainese restaurant, but they're easy to cook at home. Just scrub them under running water, and steam, belly side up, to keep in the roe - ask the vendor how long to cook them. The vendor should also carry the traditional accompaniments - Shanghainese brown vinegar, rice wine, ginger, brown sugar and mui (salted plums). They range in price from about $150 each up to around $400, and when it comes to these crabs, size does matter - larger ones tend to have more roe. Use a vendor with high turnover - the crabs will be fresher, and of course, they should be alive. The male crabs are considered better now: look for the elongated shell at the base of its belly.
Because crabs are cooling, you'll need to make some warming ginger tea to balance things out. Peel the ginger, then cut several thick slices and smash with the side of a cleaver. Boil in water for about 10 minutes, then flavour to taste with the brown sugar. For the dipping sauce, finely julienne thin slices of ginger, then add to small bowls and cover with brown vinegar. Warm the rice wine by putting the bottle in a pan of hot water (off the heat). Place one mui in each small cup, pour the wine on top, and let it infuse for a few minutes; the wine is strong, so sip it slowly.
If you like to eat the roe without going through all the work, most Shanghainese restaurants make wonderful dishes incorporating it, but be prepared to pay. I like the roe with dau miu (pea shoots), also now in season. Victoria City Seafood in the Sun Hung Kai building and Citic Tower makes dumplings filled with hairy crab roe, which are heaven on a plate.