They basically told me where the immigration tower is and where we can download the respective forms on the website. Of course I could go for extended lunch to sort things out, but overall it was such a straight forward process that I didn't really mind this part. I did the dependent visa for my wife also at the same time.
For the agent, i would just go to the area you want to live in, and walk into one of the property agent shops. There are hundreds of them everywhere, and so far I always found at least one staff speaking English. I tried one agent from a property website frequented by expats, and because he claimed that he can show me any area in HK, he never really knew enough about the flats he was showing me. I find that the agents specializing in one area are more focused and know what they are doing.
Good Luck!