Glad to hear that you're planning a trip to HK. Perhaps it's a bit too early for detailed guide and information, but it's never a bad idea to get a general picture of how gadgets are living there.
As you may know, HK is in a way similar to Tokyo where you can see many gadget lovers. PDAs, MP3, and many small gadgets can be easily spotted everywhere. Many young spoiled ones even develop an incredibly lavish habit to keep trading for the latest mobile phone models every 2 or 3 months (and some even 1!) ...
Interestingly, virtually no Zaurus users in HK buy their Z from local shops, but either in Japan directly or from pricejapan, as its prices always hit the lowest listed in kakaku.com and HK is VAT free, or from Brando if they want to get the warranty, of course at a higher cost, but still paying less than most other countries.
As to accessories, Brando is surely a great source. For one thing, it has a really nice service: you can arrange to pick up the order at a metro (in HK it's called MTR) station, free of service or delivery charge, and no tips, too. My experience is that the buyer can pay either by a simple bank deposit (and email them telling them the payment), or simply pay upon receiving the goods (in the case of direct pickups).
You won't find any new Zaurus being sold in any computer or gadget shop in HK, though. There may be some used ones occasionally found in some secondhand shops, but chances are not that high. The mainstream is still Palm and PPC devices, despite the fact that more and more people are aware of the existence of the Zaurus now.
Still you can hunt for many accessories, especially memory cards and adapters, at very attractive prices (thanks to the no sales tax policy) in these most popular places for gadget/PDA buyers, arranged according to my personal preference:
1)
Wan Chai Computer Centre *****
Address: Southern Garden, Wan Chai
Transportation: MTR Wan Chai Station, Exit A4 (right next to the exit)
Comments: More spacious (comparatively speaking ); more bigger shops; plenty of choices; prices vary from shops to shops, so watch out for good deals!
2)
Golden Shopping Center ****
Address: 146 Fuk Wa Street, Sham Shui Po. Kowloon.
Transportation: Sham Shui Po MTR Station Exit D2 (right outside the exit)
Comments: The most famous computer shopping mall in HK, a.k.a. "the HK Akihabara"; many many small shops; big range of choices, but PDA-specific things need good eyes and some endurance; narrow passages and very crowded, so be careful about your belongings)
3)
298 Computer Zone ***
Address: 298 Hennessy Road, WanChai, Hong Kong
Transportation: MTR Wan Chai Station, Exit A4 (+ 5 minutes of walk/about 1~2 block west)
Comments: Smaller, but many nice and crowded small shops; quite a few 2nd shops with PDAs selling there; PDA shops both on the 1st & 2nd floors; prices not (always) the lowest.
4)
Mong Kok Computer Centre ***
Address: 580A Nelson Street, Mong Kok
Transportation: MTR Mong Kok Station, Exit E2 (walk straight ahead)
Comments: PDA gadget shops on the top and the 2nd floor; prices not likely the lowest; but can get very good deals for memory cards; located in perhaps the most crowded spot in the world, so don't forget to keep an eye on your bags and pockets.
I recommend visiting these places during non-busy hours (to avoid getting squeezed unless you wanna get the feel of this ultra- crowded city in the world), so you can look around and shop comfortably.
In case you want to ask for and check out some more local information (such as locations of shops, how to get there, and prices), you may want to try an increasingly popular Zaurus user forum in HK:
http://www.pumb.org/forumdisplay.php?fid=15 Don't be put off by the Chinese posts there. Many people use Chinese (Mandarin and Cantonese) and English interchageably. Just feel free to type in English and people can get back to you often in the very next few minutes! The tourist information just can't give you much useful information for PDA-specific things.
Let me know if you need any further information.
And, of course, I wish you a great trip and welcome to Hong Kong!