Shenzhen bay park is a wonderful oasis in the middle of a bustling city................providing you do not go there on a weekend or a public holiday.
I have done both. During the week, it is a wonderfully attractive waterfront park with the possibility to walk for many kilometres. Ample places to take nice pictures of flowers, trees, birds etc, and well built hills protect you from most of the noise from the nearby roads.
However, if you go during the weekend, or even worse on a public holiday, once you have managed to get onto a pathway, be prepared to shuffle at the speed of the crowd!
Nightime views of both the city of Shenzhen and distant Hong Kong are wonderful.