My ex-GF was Caucasian who had studied Mandarin and was fluent in it. She also studied Cantonese but was terrible at it, so I'd always tell her to try her Cantonese and if she felt flustered to fall back on English since as a lingua franca, it doesn't have any political overtones, unlike Mandarin.

As a prior poster has mentioned, it really depends on your situation both in terms of the type of place (Starbucks, electronics chain, local restaurant, a hotel, etc.) and the area in HK. I've been to some cha chaan teng in Mong Kok where the staff know enough Mandarin since that area is popular enough with Mainland tourists.

Without turning this into an OMNI post, I'd try English and fall back on Mandarin if English gets you nowhere. Learning some basic Cantonese phrases will probably put you in folks' good graces. YMMV.