Dengfeng and Shaolin Temple
The Only reason I can think of to visit Dengfeng is for the religios sites (song Shan, Shaolin etc) that are close by.
Having said that, the walking possibilities around Dengfeng are great, as long as its not the freezing weather that I had in January.
Dengfeng can be easily visited by bus from Zhengzhou, which is what we did. Unless youo're planning on spending a few days it's probably better to spend the night in the relative comfort of a Zhengzhou hotel and take a day trip.
We had planned on taking the bus and then visiting the sites on our own, but in fat when the bus arrived in Dengfeng, a chinese speaking guide got on and the bus carried on aorund the various sites. This is conenient, but only if you can speak Chinese. It also means that you may visit sites that you had not planned to visit!