Hiking Nanshan, or 'Stairmaster Mountain'
I was amazed for several reasons the first time I climbed this mountain right in the heart of Shekou. The many, many steep stairs allow you to get way above Shenzhen in a matter of 30 minutes or so, and you can see the entire city and across to Hong Kong
with zero obstructions. It's also a cultural experience to interact with the locals, who often hike the mountain in street clothes (high heels, even) with surprising ease. Plan to bring or buy water at the bottom or top of the mountain!