west side of Shinjuku station.
This hotel is not right in the center of Shinjuku station but it really depends which subway line you take. It's about 15mins walk if you come out from JR Yamanote line. It's closer if you take Keio line (which is less than 10mins walk to the hotel). Although it's a bit far to walk to the east side of Shinjuku where all the shops and restaurants are located, the location of this hotel is still fairly convenient. The airport limousine bus picks you up right in front of the hotel and the staff are very helpful. We kept our luggages at the bell counter and when the bus came, all we needed to do was to hand them our luggage tickets and board! They saved us the hassle from moving our heavy suitcases around and bring them onto the bus. Awesome service! The room was very clean, the bathroom was quite small but everything was well accommodated. If you want to be in the heart of the shopping district, I'd recommend Prince hotel on the east side, but if you're not only doing shopping for your entire stay in Japan, I think Keio plaza is a better choice for you. The subway lines closer to the west side of Shinjuku are actually quite convenient too. Keio line takes you to Sanrio Puroland (hello kitty) directly. Odakyu line has direct trains to Hakone (the hotspring town, 1hr from Tokyo).