I have mongered all over the world, and being that I have allergies to penicillin, I have always been very careful with what I do and do not do. I have some personal rules that have so far (knock on wood) kept me safe and sound. Incidently, they have also helped me to avoid pretty much all of the major ripoffs that can happen (except for a nasty "sit down" fee in a night club in London England).
First and foremost, I avoid street meat. No street corner pickups, nothing like that. Streetwalkers are streetwalkers for reasons, and especially in a place like HK where the business is pretty simple hotel / room / walkup based, you have to wonder why a girl is working the streets only. While it is a generalization that isn't true often enough, I can say that drugs, disease, emotional issue, or just being a front for a rip off / scam is pretty high on the list of potential problems. Avoid them, and you avoid many of the hassles of life.
Second, be sensitive to the surroundings, the location, and the price. Again, the cheapest providers are often cheap for different reasons. While those reasons are often more to do with circumstance or performance than anything else, the cheapest settings are often the last stop before being on the street. You get what you pay for. If the building is in a shitty area, if there are plenty of lowlifes in the area, if the place is decrepit, then just turn and leave. Same with the girl's room itself. If the place is a mess, has bad odor, or appears that the girl might not be taking good care of herself, then leave and don't come back. You likely dodged a bullet.
Third, pay attention to the girl. You can very discretely look for things like needle marks (ugh!), signs of malnutrition, or illness (coughing, sniffing, wheezing). If you see marks, warts, scratches, open sores, or any other obvious physical issues, run. It isn't just STDs that can make your life suck. Also, scan the room for obvious drug use, such as pipes, razor blades, etc.
Fourth, use your nose. If the girl smells bad, there might be a problem. Sweaty odors can mean she isn't showering between clients, or even that she has a fever(!). Rotten eggs, yeasty smells, or "shit smell" are all indications of potential illness. This also extends to showering, if the girl doesn't want to come into the shower with you but you think she might need one, perhaps you should just pay her a knock down fee and head out the door. If you can smell something bad, there is probably something bad. Mouth wash and such is always a good touch for both of you!
Fifth, check out the real estate. You can be subtle here, but check her zones for obvious things, like bumps, warts, scrapes, swelling, or other issues. You can do this often with just rubbing your hand around the cookie, visually looking as you "enjoy" rubbing her body, etc. Again, if you see something you don't like, don't be shy to pay a knock down fee and head out.
Always use a condom. ALWAYS. Be careful of overly tight (way too small) asian condoms, especially if you are over 5 inches long / 1.5 inches around. Some of those things are so tight that you are almost assured of breakage. When in doubt, bring your own (WGs seem to prefer when you bring local brands, not foreign things they cannot understand). Careful too if the girl is using a lube, as many lubes can actually kill condoms and make them break in service. If you have chafing or scratches on your penis or in your public hair area, you might want to consider NOT doing a WG on a given day, as their fluids hitting any damaged areas can lead to transmission.
Sixth and final: Always clean well when finished. I have some decent anti-bacterial soap that I often carry with me. It can't fix everything, but if something is sitting on the surface, you can kill it off or lower your risks greatly by being very clean after the fact. No, this does not stop STDs, HIV, etc, but it might help to lower your chances of urinary tract infections (those itch like hell!). Don't give the germs time to grow and multiple and find your weaknesses, don't be silly, clean your willy! It's one of the reasons I am a big fan of the Macau sauna places, because if nothing else, you are well cleaned through the process both on the way in and on the way out, and the girls take extra care to clean themselves on the way in and out as well.
More than anything, don't monger when you don't feel well (your immune system is busy fighting something else, you are more likely to catch some else in the meantime), be clean, ask your providers to be clean, and don't take stupid risks. 25+ years of mongering (and swinging) without ever needing a prescription or medication, knock on wood. Play safe, live long and prosper!