Aravali Biodiversity Park is the best surprise in Gurgaon: a rough, dry, native landscape of thorn forest, grasses, birds, and walking trails right beside the corporate city. It is not manicured like a Delhi garden, and that is the point. The park gives you a glimpse of the Aravalli ridge that existed before malls and expressways.
Go early in the morning for birds and tolerable temperatures. The terrain is easy but exposed, so carry water and do not expect much in the way of tourist facilities.