My experience:
In hongkong, no appointment needed for H1B. Wait couple days before it mailed to you (You stuck in Hongkong, not a bad place to be in). You can also pick it up probably next day at central post office.
I highly recommend you apply in Hong Kong. In China, it probablly take half or one month to get appointment, not mention the hassle to get into the crowed embassey or consulate.
I just called shanghai. Earliest H1B is May 27th.
Good luck.