It doesn't matter you get your components from ebay via Hong Kong Post or China Post, or even Tayda Electronics via Thailand Post. Most of them if not all come from Hua Qiang Bei, i.e. the Electronic Market District of Shenzhen, China.
Distance between Hong Kong and Shenzhen is 17 km, 11 mile.
I put a little visual tour of Hua Qiang Bei, Shenzhen. You might be interesting.
http://arduino.cc/forum/index.php/topic,155946.msg1169500.html#msg1169500If you plan to visit China, Shenzhen should be at your top list.
4 Shenzhen restaurants named Top 50 restaurants in China, it is very impressed if you count Shenzhen's population in only 10 million, but population of china is 1.344 billion.
While you are in Shenzhen do not forget enjoy nice food.
Great China Chiu Chung Restaurant in Sheraton Shenzhen Futian Hotel

Great China Chiu Chung Restaurant in Sheraton Shenzhen Futian Hotel is the largest restaurant for Chaozhou cuisine (subset of Cantonese food) and Cantonese cuisine. The expensively decorated restaurant features a main hall that can accommodate 1,200 people to dine
Per capita consumption: US$32 - US$127
To completed picture, I might have to point out dark side.
Inside Dongguan, China's Sin City, The Telegraph UKDistance between Dongguan and Shenzhen is 69 km, 43 mile.
To calm my the other half down I removed Dongguan portion map from my GPS, How do you manage yours, you are on your own.