Shinjuku is like a big city, indeed. I often get lost right at Shinjuku Station because there are many exits to different parts of Shinjuku.
The Northern part is modern skyscrapers around the Metropolitan complex. I went there few times as there is free observation deck on the 45th floor. In a good weather, you can observe all of Tokyo and even see Mt. Fuji. There is also a nice toy and souvenir shop.
Few times I went to the Southern part to visit Shinjuku Gyoen. You can read also read about it here.
The area around Shinjuku station is very live and full of shops. If I need to buy something for my family or myself, I go to Shinjuku where I can get everything I need, such as clothes, shoes, gifts and so on. Also, there are many cafes to fit any palate and budget. I have a favorite eatery there to enjoy gyoza - Osaka Ohsho.
A few times, I found myself lost in Shinjuku at night. The night illumination changes all of the buildings, so it’s hard to recognize them and it's easy to get lost!