an example is the parque da pedra branca, a huge forest in the zona oeste of rio, called a 'park' similarly to the much smaller parque do flamengo, a fully urbanized park by flamengo beach.

furthermore, in rio de janeiro often one conservation area may contain several other types of conservation units, as it is the case for the parque da tijuca, that contains the forest da tijuca.

as far as general tourism goes, when these areas are similar in terms of terrain, flora, and fauna, the most important factor in choosing which area to explore would be the location and general  accessibility.

the secretaria municipal de médio ambiente rio de janeiro makes this map of the terrains in rio de janeiro available for interactive use.