In general Hong Kong's climate is sub-tropical, tending towards temperate for nearly half the year. There are four distinct seasons in Hong Kong. I can be a little chilly (10 C) in the winter (January - March) and hot and humid in the summer (33 C).
The best times of the year to visit is spring (March - May), when temperatures are around 25C and autumn (September - December). Christmas in Hong Kong can be a delight with a fair chance of mild sunny weather.
Typhoons usually occur between June and September and can bring a halt to local business for a day or less. The weather in winter is usually caused by the winter monsoon, which brings dry cold winds from the north. In winter the air can be cold, but the sun still burn. Expect winter temperatures to rise to 22 C on sunny days and fall to under 10 C at night.