What 'type' don't you like? Pharmacies generally stock foam and silicone earplugs. Of the foam type, you get varying densities and colours. Of the silicone type, I think they are all the same (a malleable wad of silicone).
If you want custom molded earplugs, you can get them done in at least one place in Central. These plugs are comfortable for long term use, they don't muffle high frequencies like generic plugs, but they are extremely pricey. They are marketed towards professional musicians rather than people trying to sleep. :::::::: Welcome to Widexhongkong.com.hk ::::::::
I've personally found one specific foam brand to be better than any of the ones available locally- Flents. But I've only found these in the US and the UK.
If your neighbour is breaking noise ordinances, you can always call building management or place an online complaint with the police. For the latter, do a forum search on "noisy" and one of the threads has the URL for the complaint form.