"residents of Shanghai and its surrounding areas usually have a sense of superiority compared to other provinces"
--- To be fair, such a sense of superiority is pretty common in China.
To be brutally honest, this sense of superiority over other Chinese is well-deserved by the Shanghairen. Shanghai is the closest thing to "civilization" that exists in China and back when they were (mostly) left alone by the CCP, the city felt like the modern, open, super-advanced futuropolis that China likes to pretend all its cities are.
Also, I've found Yunnan, rather than Henan, to be the bottom of the barrel, but I'm not 100% sure of that.
Well, I never really liked Shanghai. Too sterile & even in 2007 or 08, when I was there once in a while, it was hard to find street food. The only positive thing I noticed back then was the easy availability of ground coffee.
Pretty much all the Chinese I know tell me that Henan is the worst, poor & full of scammers & thieves. When I visited Yunnan in 2008, though, people also warned me about the pickpockets in Kunming. (Which turned out to be all too true, as I had to find out.)
Most of my contacts are from Guangdong or around Beijing, so not necessarily representative.