I'm in the same boat as you in that I haven't watched many HK dramas... actually, I've only watched one -
Home Troopers. But I'd say it was pretty good for a first - easy to get into, has a typical plot line as many Korean/Taiwanese dramas, and it's pretty short. (Theme song's pretty catchy as well). It has kinda a low score on MDL, though, so I'm not sure if many veteran HK dramas watchers'd recommend it :/
I hear people recommend
No Regrets a lot as well, though I haven't been able to watch it myself yet ^^
