I initially thought Bangkok as you may have difficulty filling a week to Hong Kong. But you could go to Macau, and even potentially Shenzen as you say, so that becomes less of an issue. I've been to both, although I know Hong Kong much much better than Bangkok. Bangkok isn't as difficult to get around as you might think, and there is also a fair amount of english around - its been a tourist destination for too long. But Hong Kong is expensive in October because the weather is virtually perfect - summer humidity and rains are past, but heat hasn't (November is even better).

I'm going to stick my neck out and say Hong Kong - you've got the weather, it is a good introduction to Asia without being a complete culture shock. With trips to the outlying isles and further afield, I think you will find plenty to do in a week. If you are going to lose two days in Bangkok because of flight times, thats not a lot of time to do the city justice