Hi Mark,
Welcome to Hong Kong. /ubbthreads/images/graemlins/grin.gif
Apliu Street is the place you want to go for all things electronic or mechanical. You can find quite a lot of cheap "made in china" flashlights, including some with Luxeons here. If you're looking for HID, the only one I've seen is the UK Light Cannon. There are also stores here selling red lasers, but only one I know that sells green lasers.
For other stuff, there are also cheap Panasonic CR123s available here (about HK$6.50 each or cheaper if you buy many) as well as rechargable Nimh/Nimh, unprotected Li-ion cells, etc. All the tools you've ever dreamt off are also available here. The cheaper stores are the stalls lined up on the street, not the shops on each side of the street. However, the shops may have a better selection, depending on what you want to buy. The stalls on the street don't have fixed pricing, so the trick here is to bargain. /ubbthreads/images/graemlins/smile.gif
Oh yes, this place also has lots of mobile phone shops with probably the widest variety of GSM phones in the world. Prices are also quite reasonable, so you may want to do some shopping for a phone here if you're going to buy one anyway.
To get there, take the MTR (subway) to SHAM SHUI PO Station and get out at Exit C2 or Exit A2, and Apliu street will be the cross street right in front of you. /ubbthreads/images/graemlins/smile.gif
PM me if you need more info or want to meet up.. /ubbthreads/images/graemlins/grin.gif