Yes, Window of the World should be the top attraction in Shenzhen. If you are looking for exciting activities, please go to the Happy Valley. By the way, the Splendid China and the China Folk Cuture Village are also close to these two places above. For scenery, maybe you would like to Daxiao Meisha. Very charming seashore scenery.

The most famous bar in Shenzhen is Ben Se Bar, located at 4F, Jinshijie Commercial Center, 2003, Jiefang Rd., Luohu District, Shenzhen.