I just did some quick googling and also remember seeing some in causewaybay:
http://www.wanta.net
This shop is like right opposite the taxi stands in time square, somewhere above where nokia/levis stores are.
Also if i remember correctly, there are some sex toy shops in the basement of a mall near President Cinema in causewaybay, which is right behind the World Trade Centre. This mall is right opposite the Gong Cha joint. Btw go try Gong Cha if you haven't already done so! haha