I'm from Hong Kong, and I go back every year.
All I can say is, prepare to have your wallet blown open due to how cheap stuff is in Hong Kong. Its why I don't spend much in Australia, than go back to Hong Kong for one big spending spree (Head-fi monthly spendings don't count).
Another thing is that you may gain some weight in HK, since food is a) Cheap, b) plentiful and c) lots of variety.
Lots of foreigners seem to love Hong Kong, so yeah. Just make sure when you go shopping you go with a local, otherwise they'll try and rip you off since you're a "tourist".
If you want to go Audio shopping, there are 2 places I recommend:
1)
http://www.mingo-hmw.com/
2)
http://www.headphonehk.com/
Hope you enjoy HK! Post some pics!