If you want a nice ocean side promenade away from the main tourist areas, take the MTR to Ma On Shan and visit the 3.4 kilometer long promenade that was finished in 2010. This new and very nice walking/leisure promenade is lovely in the evening. You can walk for a couple miles along the harbor with locals - walking with families and joggers. It is also nice in the day time, one of the view quite and scenic places we are able to find in Hong Kong.
The Ma On Shan Promenade can be reached by the Thai Shui Hang MTR station or Ma On Shan MTR station and you can walk the distance, leaving via the other. Near the Ma On Shan station, there is a great city park, the Ma On Shan Park which can also be enjoyed for light leisure.
This is not a top attraction in Hong Kong and fails to make hardly any travel lists. However, it is a very nice and long seaside promenade, nice for a stroll, chat and opportunity to relax from the chaos of Hong Kong city area. If you are in HK for 1 week or more, you might want to consider this attraction, if you are here for a shorter trip, you probably wont have enough time to get here.