City Lake Park is very nice.
Not sure which end of Wendover you're on, but there's a small playground off Big Tree Way near Celebration Station as well. It's a neighborhood park and the only one in the 27409 zip code.
Here's a link for Parks and Recreation in Greensboro. It's one of the best things about the City/County. There are a lot of them to enjoy and explore.
City of Greensboro, NC : Parks
There's also the Arboretum and the Bicentenial Gardens. Not listed in the link, but well worth a visit.