Fun places in Shenzhen are:
Xianhu Botanical Garden. Inside there is a very incense flourishing Hongfa Temple, and the botanical garden inside the very beautiful scenery.
Dameisha Coastal Park. Very crowded with tourists in summer, you can see the beautiful sea view and play in the water.
Window of the World. Basically, many people who have been to Shenzhen have gone there to play cards.
Shenzhen Happy Valley. Inside there are a lot of water and land rides.