Mong Kok:
Shing Yau Building ( 誠友 ) (MTR exit E2 - Body Shop is on the ground floor of this building). There are many shops here. I can't remember which one is best. Try floors 6,8,10, and 14 (I think).
Tak Fat Building (德發 ) corner of Nelson and Tung Choi St (Ladies market Street). Head downstairs from Nelson street. Stax can be found here!
Kingsound 1217 Golden Era Plaza ( 金鷄 ) on Sai Yee St near Nelson St.
http://www.headphonehk.com/
If you are on the island, you could take a look in Windsor House (I think they call it Windsor on the Square) Causeway Bay, Great George Street.
Hope this helps