Filipeano helpers have been working in HK for decades. As such, they have the best support group and are the most well informed of their rights. Other SE Asian helpers tend to be less socially connected, younger, less educated, and less informed of their rights. Some people feel hiring younger, less educated and less informed people is preferable because there is less chance of friction between a family with a need and a demanding helper who puts their rights before the needs of the family. But I don't think it's fair to generalize like that. When you invite a person to come live with you whom you've never met, it's a toss up if you will get along or not, regardless of the nationality.
As Cara mentioned, there are agencies all over the place, practically on every corner. You will need a HKID to hire your helper, I believe, which you can get within a few weeks of taking up residency in HK. If you hire a local helper (who is already in HK), you might be able to get one moved in within a month. However, if your hire from overseas (they have to process all the paperwork before coming), plan on being 2-3 months without a helper.
Try to go through an agency that has a policy of follow up support for you and the helper, that will check in from time to time to make sure everyone is getting along and things are going well (and can smooth things out if there are rough patches, like homesickness issues etc).
I'm currently looking myself, and I am going through Arrow, on a friend's recommendation. They go to the Philippians personally to get to know their people and seem quite caring and humane a group. Their other plus is they offer Skype interviews, so rather than sift through a book of one page faces and bios, you get to talk to them face to face and get a feel for them and their personality before you decide who you want to hire.
Good luck to you!