There are 6 mobile operators, 4 of which have 3G licences (which may or may not be relevant depending on whether you want to do more than make phone calls):
http://www.hkcsl.com
http://www.three.com.hk
http://www.sunday.com
http://www.smartone.com.hk
http://www.nwmobility.com
http://www.peoplesphone.com.hk
CSL is seen as the "high end" provider, and generally has the best coverage. But it is more expensive.
There is one Cable TV company, which has the exclusive HK rights to the English Premier League, but which requires you to sign up for a big basic package of which little is in English before you can then add on premium movie channels and so on.
http://www.cabletv.com.hk
They can also provide you with broadband and a phone line over the same connection:
http://www.i-cable.com
(this is the same company as CableTV)
For fixed lines the incumbent is
http://www.pccw.com
Other operators provide fixed lines, but only in certain locations, so you will need to know where you are going to live before being able to compare.
http://www.hgc.com.hk
http://www.wharftt.com.hk
Broadband internet is available through all the fixed line companies. PCCW's broadband arm is
http://www.netvigator.com
The alternative to Cable TV is to take NOW Broadband TV which runs over a PCCW Broadband 6MB (or in some locations 3MB)connection.
http://www.nowbroadbandtv.com NOW has the exclusive rights to ESPN and Star Sports in HK. It also only charges you channel by channel for the ones you want. ABC is a free channel there.
Frankly, in my view the simplest option is simply to go to PCCW for a combined package of fixed phone line, 6MB broadband connection and NOW Broadband TV. I am currrently paying HKD440 per month for all of that including second number on the phone line (for a fax machine, with distinctive ringing), fixed-line SMS, and various other value-add services on the fixed line; ESPN, Star Sports, BBC World and HBO on the TV (plus the free channels).
The only problem is that if you want EPL then you have to get Cable TV, so if you also want, say, the rugby on Star you have no option but to take two TV providers.
Note though that most of the mobile and broadband providers always have special offers on the go, many of which don't make it to the websites and are only valid for short periods. So if you are very price sensitive then there is no option to shopping around when you get here. The mobile operators also do bundled packages where you get handsets for free (or very cheap) in return for term commitments on the contract).
Hope that helps.