S.H Figuart toys are quite easy to come by over here.
You'll find them all over Sino Centre in Mong Kok for a start. They can also be found in the large Aeon's (Kornhill on HK Island just had a mini expo for them).
Does kind of depend which characters you are after though...

Star Wars toys are everywhere although stock and supply ebbs and flows.
If you are after vintage Star Wars then you'll want to take a visit to Toy Zone in Quarry Bay (walking distance to Aeon Kornhill). Toys R Us have some Star Wars although if you are after some of the earlier release Force Awakens stuff they've sold out. The Wan Chai toy street should also have Star Wars stuff (both Tak Tomy and Hasbro).
Star Wars is not as popular in Yau Ma Tei/Mong Kok but HobbyBase on the 3rd Floor of Sino Centre will probably have stuff (just price check though as his prices can be higher than elsewhere).

Transformers - again depends what you want. In's Point (Yau ma Tei) is one of the best places to go for variety. Hobbybase as mentioned above also has a good selection, toy street in Wan Chai. Toys R Us has some of the CW Bruticus bits in stock as well as lots of Hasbro RID, and you might even find a SDCC Devastator or 2. Currently best Toys R Us for TF's is Tsim Sha Tsui... this changes depending on what's going on.
If you're after specific characters/figures/lines post them up and I'll tell you what I've seen here recently.

I strongly advise shopping around first if you have time (unless you are worried a figure is going to sell out quickly) as prices can vary greatly between stores.

Drifand: you probably should have included the date with that previous quote of mine. Hong Kong changes so quickly that reading the quote now even some of that info is out of date.