Hong Kong's weather is mainly hot and humid. Best time to visit, is November to February. November to January, usually around 20 degrees celsius, not much rain, sunshine most of the time, and not humid. It's a wonderful time to visit. February can get quite chilly, we have had a few 9 degrees in the past 2 years in February. But if you are coming from a cold weather country, then it would not be a problem for you !
March starts getting a little warmer again, but starts to become quite humid, and begins to have more rainfall. April to June are the wettest months, and most humid. Breathing practically becomes unbearable in polluted areas like Central, Causeway Bay, and Mongkok.
July to September is typhoon season, although we haven't had much terrible typhoons in the last 3 years. But the temperature rises to as high as 34 degrees!
October is still warm, but cooler than summer months, and getting cooler.