Everyone was telling us that we have to got there. First lesson learned, not every Taxi driver knows how to get there. Second lesson learned, when asking local people to help tell the Taxi driver where to go, you might find they don't know either. I am hoping it was just a fluke.
Here is the Address: Big Wave Bay Road, Shek O
Here is a map you can print off : http://www.map.gov.hk/static/o/en/oelHd47URa.html
Facilities: food kiosk, BBQ area, changing room, shower facilities and toilet
Lonely Planet review for Big Wave Bay
"This fine and often deserted beach is located 2km to the north of Shek O. To get to Big Wave Bay follow the road north out of town, travel past the 18-hole Shek O Golf & Country Club (2809 4458; Shek O Rd), then turn east at the roundabout and keep going until the road ends. One of eight prehistoric rock carvings discovered in Hong Kong is located on the headland above Big Wave Bay." http://www.lonelyplanet.com/china/hong-kong/sights/beach/big-wave-bay
Are some photos: