Here’s a quick tip if you’re looking to buy spices, Thai basil, turmeric, lime leaves, lemon grass, galangal, candlenut, and tamarind in Hong Kong. Take advantage of Indonesian grocery shops! There are usually Indonesian shops at every wet market and my favorite one is a chain store called Indo Market. They sell mostly dry goods but some carry fresh herbs and spices. When I need Indonesian, Thai and Vietnamese ingredients, I take a stroll to any of the Indonesian grocery stores around me for the best prices. I also buy organic coconut palm sugar from them for I think HK$18, which is very cheap.
Some larger 759 stores also carry an assortment of spices at very good prices (less than $20).
Some Aeon Living Plaza stores will carry spices at $12 per item.
Every time I visit Kowloon City (for the best Thai food in HK), I have to stop by the Thai grocery stores for Thai cabbage, basil, eggplants, limes, chili sauce and a mandatory mango sticky rice.