After staying on Hainan island, we went on to Hong Kong (香港). The main reason for that was a visa issue. A chinese tourist visa usually allows a stay for 30 days and we were nearing that 30 day periode. However, we had a double-entry visa which is valid for two entries with 30 days each. It would have been possible to request an extension of the stay for more than 30 days, but that would've taken several days we had to stay at the same place. So it was easier to just leave the country and come back at some point.
Although Hong Kong is officially part of China, it has its own migration and border system, its own currency (the Hong Kong Dollar) and going to Hong Kong from China is like going to another country. Hong Kong itself requires no visa for EU citizens for up to 90 days.
It was terribly difficult to get any accomodation. All Hotels we found were far beyond what we were willing to pay. In the end, for the first night we payed 350 HK$ (around 30 €) for a room without a window in a small hostel. The hostel was located in a big building called Mirador Mansion near Tsim Sha Tsui (尖沙咀) station which was full of mini-hostels, most of them only with a couple of rooms. However, most of them were booked out. Luckily, for the next day we found a room in the same building for 300 HK$ which was much better and had a window (where we could see the swimming pool on top of the next building, part of the Holiday Inn hotel, which was one of those we found far too expensive).
In general I can say that although Hong Kong is somehow part of China, many things there are completely different. It feels much more like a western city. It has a lot of foreigners, many of them from India - which was good for us, because we could easily get vegetarian food in Indian restaurants. Also noteworthy is that English is the official second language in Hong Kong, so communication was much easier.