Harry Wright is great but it has 2 drawbacks.
(1) its one of the most expensive in town (you can find lower end private lessons for same price)
and
(2) its damn inconvenient for a lot of people.
I could not imagine travelling out to PFL or Aberdeen or CDNIS from Kowloon/Shatin just for swimming lessons when there are so many local choices.
If you are living far away, by the time you add all the expenses of travel, you may as well get a private teacher.
Swimming is very popular in Hong Kong starting from babies all the way to Adulthood. There are also many swimming clubs around town. I would suggest save yourself some money (most are less than 1/2 price of HW) and a lot of travelling time&expense; find something local.
Easiest ways to do that would be to go down to your closest public swimming pool :
http://www.lcsd.gov.hk/beach/en/swim-location-hk.php
If you go there on a Saturday morning or afternoon, you will see many kids and adults being coached. Usually they will also be wearing different colored caps showing emblems of the different clubs. Just approach the coaches and ask them for a brochure.
We live on HK Island and we have used both of these:
http://www.hoitin.net
http://www.stanfordswim.com.au
Dont be intimated by language if you dont speak Cantonese. Most if not all the teachers can speak passable English; good enough for swimming instruction.