HK's favourite hobby is Shenzhen bashing. My retort would be: at least Shenzhen residents don't need government housing support!
Which areas have you been? There's actually a lot of variation across the city, but single districts tend to be fairly similar. For example, Luowu is old and crowded, and quite built up. Futian is car-oriented, with wide roads and a commercial focus in most areas, but also a cultural area. Huaqiangbei area has huge malls, tech, but also parks and gardens. Nanshan has a lot of tech companies and universities, but also some lovely green areas. Shekou is another old area but with a glitzy mall zone as well. Houhai is a huge mall area with a theater and open public space. Qianhai is an emerging financial district with lots of apartments and westerly water views. There are numerous mountains across the city, many of which have nice streets and parks nestled against them. Then there is the semi-industrial Bao'an district, a lot of waterfront parks, beaches out to the east, etc. It's pretty varied I'd say. Perhaps you just haven't seen enough of it?