@Giant Eland They were very easy around the Penguin colony at Betties Bay. A night drive there yielded various Grysbok, So both species were found without much effort ( or any planning in advance).
@Giant Eland I forgot to take my camera that drive, so that's the reason for the lack of photos... But they are around in the residential areas there.
For grey rhebok, I saw them in a private game reserve close to Cape Agulhas.
But both times I was in Cape Town I had very limited time (2 days the first time & the second time was for a conference, so only 1,5 free days...). So I didn't get to go to any of the National Parks.
In terms of other mammals Rock hyrax are everywhere, Southern right whale can be seen close to shore in season, Cape fur seal are also common. Grass mouse are also very common (and diurnal). Look for Klipspringer on any hillside with rocks, also along the highway. Cape clawless otter are apparently sometimes seen in the Kirstenbosch Botanical Gardens.