Take the peak train. Also bring a very comfortable pair of shoes and a camera and spend the day walking around especially if you love architecture. Also check out the street markets and buy some jade, silk ties etc... If you will be there for a week or so and need a new suit then go to a tailor when you arrive.
Edit: in regards to your original post there are no real health problems to worry about if you stay in the city. Just drink bottled water and don't eat anything from a street vendor.
I have never been to Hong Kong, but the biggest regret (for not trying) and my biggest reward (for trying) while travelling has always been street food. Pledge yourself to at least one meal from a street vendor per day and you will be a better man for it.
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