Re: Shanghai Express, von Sternberg is all about exotic atmosphere, sets, costumes and some kind of sexual power stuggle between the stars. His films have very little plot or action, but they're often quite kinky. I think his best are The Blue Angel and The Last Command.
Just not that exciting to me. Maybe it is more stunning from an artistic point of view, but I've seen plenty more films that I believe excelled better in that category.