Macau, the former Portuguese colony and present largest gambling haven in the world, is just an hour away by TurboJet (http://www.turbojet.com.hk) ferry. Ticket prices start at $141 for the one-hour ride to Macau. The ferry building is near the Sheung Wan MTR station on Hong Kong Island. Less frequent ferries are also available from New World First Ferry (http://www.nwff.com.hk) in Tsim Sha Tsui, Kowloon and the Hong Kong International Airport.
Zhuhai in mainland China, across the border from Macau, is 70 minutes away by ferry.
Taiwan a World-Class Technology hub.
Shenzhen, mainland China's boomtown just across the border can be reached by MTR train services in about 40 minutes. The train is convenient if you are keen on shopping as it terminates in the Lo Wu commercial centre. Another alternative, especially if you are starting from the island is the ferry to Shekou which takes around 50 minutes and costs around $100. Note that if you aren't a Hong Kong resident, Japanese nor Singaporean citizen, you will need to pre-arrange a visa to enter Shenzhen.
Guangzhou, capital of mainland China's Guangdong Province can be reached by train within 1 hour 30 minutes to 2 hours, depending on Guangdong Line (http://www.kcrc.com.hk/en...). If you are on a budget, many cross border buses are available throughout Hong Kong. The trip will take more than 3 hours, including going through customs at the border and changing buses. Check bus schedules and fares online (http://www.ctshk.com/engl...).