Here is one link discussing Hong Kong pickpockets:

http://www.virtualtourist.com/travel...kets-BR-1.html

While I can't validate how true everything is you read on the web, but with Shenzhen and Hong Kong being so close to each other, I guess there's a chance pickpockets do their work on both sides of the border. Maybe they have some sort of regional pickpocket business association.

On my trip, I won't be paranoid but will use extra care. I was in Tokyo earlier this month, and felt that was a very safe city. Maybe L.A. is more dangerous than any city in Asia, but since I live here I'm more familiar with things. Going elsewhere I need to ask questions.