there are many many posts about the different clubs and bars in HK. Here is just one of them:
http://www.geoexpat.com/forum/thread8930.html
I wouldnt expect too much from the clubs here compared to the cities you mentioned. But you can still have fun depending on who you are with.
If you dont know anyone yet, like everyone else said, join one of those geoexpat events and find the people that share similar interests with you.
If you dont find any people you connect with, randomly approaching drunk guys at pubs is not the most unsafe thing you could do in HK!
Good luck!
