Saw a few comments about sushi.
In my opinion, Sushi Hiro is the best sushi joint in Hong Kong. It's a bit on the pricey side ~$500 but the sushi is very fresh and taste great.
I think there are 2 shops -- one is causewaybay and one in tsim sha tsui.
I don't recommend ordering the set menus. Just sit at the bar and order from chef's recommendation.
Also, you can of course check out
www.openrice.com for some more good food recommendations. They have the website in english now. There are many HK food blogs and sites out there but I find openrice to be the most reliable in terms of many honest comments and feedback.