We've been wanting to go to Sai Kung forever now - the photos I have seen of the area have been unbelievable. But it's just toooo far by public transport - And it only takes you so far. We would have to travel more than 2 hours to get to one of those beautiful places. One day...
Shek O sounds really nice. Slightly closer than Sai Kung from us, but still...
There is a HK gov't website that lists all the beaches in HK (that are looked after by HK) and what facilities they have and the clarity of the water, etc. It might be useful to pick through the lists to get an idea of which ones are good. They list every tiny little beach in HK.
I think if you're coming from a country that has loads of coastline and clean water, you're not going to be too impressed with anything. But it's not all that bad, and beggers can't really be choosers, hehe.