The finance expat community is actually quite a fun group. You'll find a lot of other Americans and Brits who are all pretty much in the same boat--6,000 miles from home and a bit confused. I found it was much easier to meet these folks in HK than it is in NY, and 'doing things' with folks such as eating out, meeting up, seeing a movie, is far easier in HK than most cities as everyone is "10 minutes" away by a cab that costs about $5 US.
There is a stereotype of locals being consumer by materialistic consumption, and yes, you will find some that fit that bill. I call them 'stray cats' because I once watched some stray cats devour some food and then run off to find some more food. It just reminded me of some folks in HK who would run to this person with money or rush to buy this thing and then turn their attention elsewhere.
Prices for rent are similar to Manhattan, but space is smaller. Many places have no closets, for example, and I've seen more than a few apartments in which the bed fits into the bedroom just one way (i.e. touches three walls). It's kind of funny, but you'll get used to it.
I would second learning how to say your address in Cantonese, and a few other things like that. A few other words, like 'coca-cola' or 'milk' came in handy for me (for some reason, I had the hardest time ordering a glass of milk when I was there--it was a word that many semi-English speaking people couldn't understand). That being said, HK is one of the most 'American' cities I've encountered overseas, with a wide selection of most American foods and groceries available.
There is a certain 'rep' that expats face in the dating scene--a kind of attitude that the expat is just a 'love em and leave em' adventure. That keeps away some people from dating expats, and draws some as well. I guess it kind of depends on what you are looking for. As you develop a social circle, you'll find that HK is a pretty small place, and it can feel a bit like high school at times as everyone knows everyone in certain sectors (bankers and bankers, lawyers and lawyers, etc).
Anyway, peruse this message board for other advice. You'll probably find an answer to all your questions just by using the search button.