If you want to see a show while you're in town, try and grab some tickets at Shenzhen Concert Hall in Futian. If you enjoy the show and want to see another, Shenzhen Grand Theater isn't far.
If you like quiet time surrounded by flowers and greenery, hang out at Huanggang Park in Futian. Want to stretch your legs some more? Head to Shenzhen Central Park and Shenzhen Lianhuashan Park, both nearby.