Probably one of the best places in Nairobi. However, if you go there after Serengeti, Ngorongoro or Masai Mara it will be highly disappointing since the number of game and animals is decreasing continuously. It looked rather a zoo to me. It is interesting to see the contrast of Nairobi's skyscrappers as background landscape though. However i felt quite annoyed by the number of planes overflying the park and the rattling noise of their propellers. I spotted 6 black rhinos and usual stuff (buffalos, giraffes, horyx, impalas, etc). Just one lion, one crocodile, couple of hippos and no leopards or cheetahs at all. One of the reasons probably is that the grass is quite high (late raining season).
Just for a escape is worth visiting. 40 dollars per non-resident adult is rather pricey I would say.