I think both BJ and SH are better than HK. During my HK stint, I stayed in the Tamar Suite (second best room) at the MO for the better part of six months, and was living the "life". Simply put, daily dim sum and LKF got boring pretty quickly. By contrast, these less comfortable cities in the mainland have managed to retain their edge. Whenever I get tired of their "edge" I prefer to leave the country... Samui was quite nice last week.

ETA: I just realized that this post conflicts with post #3. Basically, my best friend is in the process of relocating to the HK SAR. Since I enjoy hanging out with him, I'll be down there often. But, my presence there will not validate the claim that HK is better.