Hi Winnie,
We moved to HK when DS2 was nearly 4 months old so I could go to university out there for an academic year. I found HK a brilliant place to have small children, we chose to live in a known family friendly area, Tung Chung, if you're working with a tight budget (which we certainly were on a student visa only!) yet still want a relatively expat environment I'd highly recommend Tung Chung. We didn't employ a helper but the vast majority of people tend to and it certainly seemed to make life easier as the working culture can be intense compared to UK norms.
As for actual day to day life with babies, I loved it, on the days I was around at least as it was DH staying with the boys while I studied. Supermarkets in our area did not pose a problem with the buggy. It was more local shops and markets that could cause an issue. Midlevels is a nightmare with a buggy. We'd tend to take DS2 out in his baby carrier if we knew we'd be presented with lots of steps or escalators.
The MTR compared to London underground is a DREAM public transport system with buggies. You can have the occasional lift wars with pushy people during busy periods but that's a general feature of life in HK :o The fact that there are lifts at every MTR station is amazing. Public buses are a different story, they're very difficult to negotiate with prams of any kind.
There was also plenty of things to do with babies and small children. Plenty of coffee mornings for newcomers etc, and clubhouses, which have previously been mentioned, can be an absolute god send on a rainy or even stifingly humid day.
I miss HK very much, we loved the lifestyle, it suited us down to ground and we're constantly scheming to eventually get back!