Presumably as a traveller, you've seen such sights such as the Eiffel Tower and Pyramids so avoid Windows of the World at all costs. You can get a great view of the city from its tallest building, the Diwang mansion (dacha), where you can ride the lift up one of its twin towers and get an overview of the city's growth as the country's first economic development zone when China first opened up to the outside world in the late 1970s. Contrast that with the nearby Shenzhen Museum which has some gruesome pictures of Britain's impact on the region during the Opium Wars.
If you're into football, Shenzhen play regularly in the Chinese Super League, though they're well past their best when they won it in its first year.
For a nautical flavour head out to Nanshan and the moored up former cruise vessel at Sea World or north-east to the yacht club at Longcheer, home of the China Cup International Regatta.
There are loads of malls for shopping and restaurants of all flavours and a brand spanking new metro to get you around...lots of green parks and spaces to relax in, and the new Universiade venues to admire. It's a great, young, fun city.