"A very diverse walk through Brooklyn -- not actually in Coney Island!"
First off, Coney Island Avenue does not actually run through the area of Coney Island, the amusement park! The Ave does end up in (or start, depending on your perspective) in Brighton Beach, a nearby area. This is a neighborhood that was almost exclusively Russian immigrants some 15 years ago, but has been slowly gentrifying over the years. As you move north from Brighton Beach, you get into the neighborhoods of Sheepshead Bay and Gravesend, both largely residential. Along Coney Island Ave, you have shopping and restaurants, a few really excellent places, in fact. I highly recommend Sahara, a Turkish restaurant, on Coney Island Ave and Ave T. Moving further north on C.I. Ave, past Ditmas St., you enter Kensington, a gentrifying mostly residential neighborhood. Still, C.I. Ave is a hectic street of businesses, lots of retail and food. There are a number of Middle Eastern and Indian take-out places, some quite good. Keep heading north and you wind up at Prospect Park, perhaps Brooklyn's best outdoor nature experience. This is a truely awesome park, huge, many walking trails, meadows and wooded areas, plus a lake and an outdoor theater where plays are often performed in the summertime. C.I. Ave ends at the north end of the park, where you wind up in Park Slope - a famously well-off neighborhood of brownstones and upscale boutiques. Buses run up and down the entire length of C.I. Ave, though they can be slow with traffic. Same goes for cars -- it's generally a crowded street.