There really isn't such a thing as a "lo mein" noodle, so don't try to find it on the shelf. You want to buy an egg noodle or pasta that's relatively thin and has some tooth. Some common names will be lo mein, chow mein, egg noodles or pancit noodles. Most markets have Japanese yaki soba noodles in the cold case, and those would work perfectly. Spaghetti or fettuccini cooked al dente and rinsed in cold water and drained in a colander will also make a great lo mein.