Kam Shan Park, or Monkey Hill to most Hong Kong locals, is famous for its macaques. I have only seen these three in the wild but apparently there are about 1,800 macaques in the park. According to Wikipedia the macaques are likely to be descendants of monkeys released by pet owners in the 1920s. Wild macaques native to Hong Kong have almost disappeared as a result to habitat destruction and over-hunting.
If monkeys aren’t your business and just want to escape the city the MacLehose Trail is a great hike from Tai Po Road to Tai Mo Shan, the highest mountain peak at 957m, and ending at the Shing Mun Reservoir.