There are plenty of places, usually tucked down some discreet shopping mall. Causeway Bay and Wan Chai are good bets and I know in Wan Chai 188 there's a place called 'Happy Together'. Also, look around the night markets where all manner of plastic plugs to seal up and vibrate whatever tickles you.
Look around... don't be shy... or you could just order online. Google your query and an online shop will be in the results.
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http://www.edhardyshopclothing.com/
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