I____never_____(be)to Shanghai before

用HAVE，BEEN

因为题中有before，说的是我以前从没去过上海

had been 是过去完成时，表示过去的过去

When the police arrived, the thieves had run away

用have是正确的~不过不是过去完成时~
是现在完成时~
如果是过去完成时就应该用had了~

HAVE
若用HAD就没有参考时间点！

I have never been to Shanghai before.
have never been 是一种固定用法。

have,been

I have never been to Shanghai before.