Also, theoretically Hong Kong is also part of China now. You usually go to your "home" consulate for visa. However, if you have particular reason to visit Hong Kong, you have good reason to apply there. Remember, even if it's in your "home" consulate, no one can be sure 100%. Also, remember if you got delayed due to security check, you might got stuck as you are nornally grant 7 days stay in Hong Kong.