Took the kids here a few weeks and we enjoyed it for a few hours.
If you are only in Nairobi for a day or two, I would recommend it, but if you have longer time in Kenya, go north to Sambura or Sweet Waters.
They have the usual zebras, impalers but no big cats, sadly...
It wasn't expensive to get it, only 1000KSH for residents which is very well priced.
If you have a few hours to spare, I would recommend it, if you have a few days or more, go north.