Regarding Hong Kong food and more specifically seafood I would like to refer to the following link. It explaines well about the where, what and how.
I do agree very much with this article: http://www.discoverhongkong.com/eng/dining/seafood.html
Below a few pics of Sai Kung, a very popular seafood place, well known but maybe a bit too touristic nowadays.
Pick your fish, lobsters, prawns, cockels here and have them cooked to your liking by one of the surrounding restaurants.
Also on Lamma Island there are a big number of seafood places. Below you can notice the restaurant in the back, their open air terraces are built on stilts opposite the kitchen. Your order the seefood from the menu or you choose your own directly from the aquariums.
Cheung Chau ( Long Island) also has a reputation for yummy seafood. Same recipe: pick from the aquariums or order from the menu.
About some menus – you also can enjoy the funny way of writing in Chinese English or… Chinglish:
Cheung Chau is the home base of Hong Kong largest fishing fleet. The picture below was taken on July 1st, 2007, the 10th anniversary of the return to China, hence all the flags.