If you plan to visit during week days, you might have a some fun there assuming you don't smoke. Smoking is forbidden in Hong Kong on beaches and in public parks which is quite outrageous coming from one of the most polluted city in the world... however, you can bring as much alcohol as you like. If you plan to take your kids with you, prepare to have to explain them why they basically cannot play at all (see the long list of interdiction) and why their dog cannot go with them.
And that's during week days.
During weekends, you won't even be able to access the place if you drive. Once the tiny car park has filled up, a police blockade will divert you back to town. No alternative offered. Oh there is a lot of space around but most of it is occupied by a huge private golf course which is empty most of the time. Another mini golf course lays next to the car park but I have hardly ever seen anyone use it for the past 30 years.
Once you drive on Shek O Rd (passed the roundabout), observe the road markings. It is quite amusing. You'll see double central lanes in straights and dashed ones in blind curves. You can also notice that the road is inclined in the wrong direction in several bents. My guess has always been that whoever built that road has read the plan upside down.
Ok, in order not to be completely negative (it's hard), I admit that some of the marine sights on the way are quite stunning but don't expect any space on the side for you to park and shoot pictures, Hong Kong Traffic Dpt being probably busier inserting more metal plates in the already quite slippery road than making it a pleasant experience for travelers.
While you're in Shek O, you can push to Big Wave Bay a couple of kilometers away. It is slightly more pleasant and the car park is larger (but full also during weekends). But surfers please don't be fooled by the name, it really should be called "Tiny Wave Bay" instead if not "Non-Existent Wave Bay" at all. It's only worth during typhoons and then it's... forbidden (you guessed?). Also forget about jet skiing, water skiing, horse riding, banana boats etc... all those are forbidden too.
But do try to have fun now... ;-)
This review is the subjective opinion of a TripAdvisor member and not of TripAdvisor LLC.