Get your SIM BEFORE YOU GO. Or, use one of the services at the airport. Once you have left the airport, getting a SIM is a right pain in the ass (yes, i have tried). Even once I got my Japanese SIM (from a store in Tokyo) to activate it I had to use a japanese mobile phone! (luckily I was supporting Trailwalker so there were some English speaking complete strangers who helped). I have seen Japanese SIM's available in some of the stores here (Kwai Chung Plaza has a lot, but that's not convenient for many people LOL) so that would work. Or get a mifi device from one of the services that provide them in HK. Or get a roaming day plan on your phone (I found my blackberry worked in Japan, so 3G and 4G are there, just expensive without a plan).
If you are going for a longer period of time, a SIM or a MIFI are probably best. For a couple of days only, a HK roaming day plan or just nothing are fine - wifi is everywhere, on the bus, on the train, in the hotel etc etc etc.