There really isn't all that much interesting to look at. There aren't pillboxes and searchlights and whatnot. Of the two, the border at Lok Ma Chau is probably slightly more interesting as it has large 15 foot fences with barbed wire on the top, but really that's about it.
If you look at Google maps here you can see the police stopping the Google Maps car. Police in that area wear camouflage as part of their anti-smuggling efforts.
http://goo.gl/maps/1TQJQ