Generally your real estate agent will help you organise all your connections as part of the service that they provide. If however you have found your accommodation on your own then the following may be useful:

China Light and Power
Generates and distributes electricity to around 80% of the households in Hong Kong. Service area includes all areas other than HK and Lamma Island.
http://www.clpgroup.com

Hong Kong Electric Company
Supplies electricity to Hong Kong and Lamma Island.
http://www.heh.com/hehWeb/Index_en

Town Gas
Towngas is a listed corporation whose business mainly comprises the production and distribution of gas, marketing of gas and appliances, and the supply of town gas and related services to 1.3 million households and businesses in Hong Kong.
http://www.hkcg.com/

Shell Gas
Supplies LPG gas through agent companies to several large residential locations in Hong Kong which are not serviced by Town Gas.
http://www.shellgas.com.hk/site.html?lang=en

Water Supplies Department
The water supplies department is responsible for supplying piped water throughout Hong Kong.
http://www.wsd.gov.hk