You looking to buy or looking to have a play around? Cause I found, with phones at least, online prices including delivery to NZ was cheaper than buying from stores in Hong Kong. Although if you are good at haggling you can get free stuff thrown in.
I would recommend: Wan Chai Computer Centre (130 Hennessey Road above Wan Chai MTR) or Mongkok Computer Centre (8 Nelson Road, Mongkok) Both are quite good, bought a few things from them, but you need to shop around as both are essentially malls with quite alot of choice and be ready for a a bit of haggling.
don't go to one of the small electronic retailers on the main streets. they look like real shops but are filled with knock offs and rubbish, and there is basically no CGA equivalent so you can;t return anything..
they tried to sell my wife an E-Pad (a very cheap chinese knock off type android tablet) for around $1000NZD. I checked trademe and you could buy identical one in NZ for $300NZD, and they also lied about the specs.
They did have ipads, but they were priced higher than the NZ prices, and they didn't even have a box (they were shrink wrapped for some reason which made me think they might have been knock offs too)