Address:

Hong Bo Hotel, 10 Qiaochen Xilu, 侨城西路10号鸿波酒店, 2690-8666

SZDaily wrote about Adelo Mediterranean Restaurant in Dong Men:

• Although the restaurant caters to foreigners, Adelo hopes to reach out to more Chinese diners. To that end, they are redesigning the menu to include more Chinese-fusion dishes with rice. But they aren’t selling out. The new menu, which should be out by press time, will also feature the addition of more traditional Moroccan and Algerian dishes. Hopefully, falafel, pita bread, and baba ghanoush will also be available.

  With a wide variety of tasty Mediterranean dishes, a pleasant atmosphere, friendly staff and a prime location, Adelo is sure to satisfy your dining desires and is a welcome addition to the city’s international dining scene.
  

Located at the Laojie Metro station exit C. Right along Shennan Road Underneath the U-shaped bridge. 

Address:

Ground Floor, Hotel Intercontinental, 9009 Shennan Road 3399 3388

I've been to the Amazon Brazilian BBQ in Shekou once, and it was pretty good. You can eat unlimited BBQ food and get lots of icecream etc. Not all BBQ food was equally good, but overall a good experience and not too expensive!

Address: 

Location 1: Lower level, Citic Plaza (Zhongxin Guangchang) Luohu 2594 1188
Location 2: 117 Sea World, Shekou, Nanshan 2668 3388

Amigo's 欧蜜戈西餐厅 has two locations.

Address:

Luohu : Ground floor of Carriana Friendship Center on Renmin South Road

Shekou : Ground Floor Honlux Hotel (across from McDonald’s), Seaworld Boardwalk 蛇口海上世界广场鸿隆底座, 麦当劳对面2683-5449

Italian restaurant in Shenzhen.

Address:

Address: Crowne Plaza Hotel, 3rd fl., 9026 Shen Nan Rd., OCT District, Shenzhen, China Phone: 0755/2693-6888 Ext. 8022, 8023, or 8106

Cafe de ZZ 之朗之咖啡馆 in DongMen

Address:

8/F, SEIBU Bldg, Dongmen. 东门西武大厦8层, 8238-8015

Western Grill restaurant in Shekou. 

Address:

114 Taizi Lu, SeaWorld, Shekou, 2682 5847

Casablanca 卡萨布兰卡

Address:

G/F, Yingbin Building, Taizi Lu, Shekou. 蛇口太子路迎宾大厦首层, 2667-6968

ColdStone Creamery offers a nice variety of ice cream from classics like French Vanilla and Chocolate to unique flavors like Cake Batter and Cheesecake. You can get your favorite flavor ice creams and add in a topping like Reeses Peanut Butter cups which they will mix in for you on a marble counter and serve it to you in a nice specially made waffle cone/cup. They also have a wide variety of suggested specials like Monkey Bites and things like milkshakes. Prices for ice cream are a bit up there ranging from about 20-40RMB depending on the size.

Address:

Guomao metro. Use the exit for Kingglory Plaza and as soon as you get in to the mall, it is on your right side next to a Watsons

This restaurant in Luohu sells hamburgers and sandwitches (15-23Y) grills (3-5Y per stick), fried foods and more 'Cowboy' food. ShenzhenParty has a positive review about the place.

• I just checked out this new "Diner" Style Western Burger, Coffee and Sandwich Place in Dongmen.
  I must say, I did very much enjoy it, The staff speak enough English to order, everything is very clean and the manager is an American Chap, very nice guy. (Oh boss when you read this, I love your punch lines!)
  
  The Prices are good
  We had the following.
  3 Coca Cola (In traditional Diner style glassware)
  3 Double Cheese and Bacon Burgers
  1 Large serving of "Freshly pressed fries, not like the mcdonalds ones"
  Total: 93rmb (31rmb per person)
  

Menu:

Download it here.

Address:

Nantang Shangye Guangchang A165
Dongmen, Louhu
Corner Of Shennan Fudau And Yongxin Streets
(0755) 8238 3132

The Location is as follows:
Dongmen, On the same road as the MAIN entrance to Club Chocolate, Only its about 2 blocks east of Chocolate. At the Intersection where the Asia Hotel is, You WILL see it.

Address:

No 5010 5/F Luohu Commercial City Square South Road Luohu District, Shenzhen Tel No.: + 86 (755) 8232 3668 / 8232 5661

No.3004 Fuqiang Road, Futian District, Shenzhen Tel No.: + 86 (755) 8385 0555 / 8385 0556

Enotsuru 江之鹤日本料理

Address:

Hairun Guangchang, Zhenxing Lu, behind the Construction Bank 振兴路海润广场 建设银行后面, 8324-2370, 8334-0254

Flying Elephant Pizza 飞象比萨 (Luohu location)

Address:

Luohu (Yijing) Store, 罗湖店, 2552-4521

Focaccino received some mixed reviews, but mostly positive at ShenzhenStuff, but overall seems to be a good place for vegetarian cuisine.

•  nice selection for vegetarians. its a bit expensive, but the set lunch is a good deal...for about 35RMB (i think) you get a drink, soup, bread, main dish, and small dessert. great bargain! friendly staff and nice to have the wifi as well.

Address:

Coco Park (Shopping Mall Exit C), Fuhua 3 Road, Futian

福田区福华三路星河Coco Park (购物公园站)酒吧街088,089号铺

(0755) 2531-3781

Garden Grill Brazilian Barbecue 花园巴西烤肉

Address:

3 Taizi Lu, Shekou. 蛇口太子路3号. 2667-6608

Garwon (also known as JW) is a Cantonese chain of restaurants. Food is clean and prices are low to normal. Not the place to go if you want to eat spicy food or enjoy a nice dinner, but perfect for midday lunches at work or when you are shopping. Personally I eat almost every day at JW because it is located close to my work in the science park in Nanshan district. They also deliver via their website .

Address:

Shangri-la Hotel, Shenzhen, East Side Railway Station, Shenzhen, 518001

Japan Fusion

Address:

2-3/F World Finance Centre, No.4003 Shennan East Road, Luohu District, Shenzhen Tel No.: + 86 (755) 8266 6688

Japanese Restaurant Yokohama 横滨日本料理

Address:

10/F, Nanhai Hotel, Gongye Yilu, Shekou beside the ferries 蛇口工业一路南海酒店10层 渡船口旁边2669-2888 ext. 393

JK 日韩料理

Address:

Crowne Plaza Hotel, 9026 Shennan Lu, Overseas Chinese Town 华侨城深南路9026号威尼斯酒店, 2693-6888 ext. 8001

Jollibee is a popular Filipino fast food burger chain. Jollibee Shenzhen is located in Luohu district.

Address: 

The location of this store is in Luohu in the front square of the Carianna Center. This is located midway between the Guomao subway station and the Luohu subway station.

Kosmo (Citic Plaza)

Address:

Citic Plaza L111-112, 1095 Shennan Zhonglu. 深南中路1095号中信大厦L111-112 8248-3832

Address:

No. 299 Store, The MixC at City Crossing, 1881 Baoan Road S., Luohu District Telephone: (0755) 8266-8880

Lao Yuanzi Sichuan Restaurant

Address:

1,2/F, Qi Che Building, at the intersection of Zhen Hua and Yan Nan Rds., Futian District, Shenzhen, China Phone: 020/8332-8400