Chamane,
I've been there 5-6 times
A heaven for Saturn fans.
..not many PC Engine/Neo games though
Take the MRT train to Sam Shui Po, then exit D1:Golden Shopping Center, I think that's HK videogame center <IMG SRC="smilies/wink.gif" border="0">
There are gameshops in Causeway Bay too, but the best (read: cheap n variety) is Sam Shui Po.
You can grab a new in box saturn cheaply there. And when I went there on August, there were all NES Dragon Ball Z, all SNES Dragon Quest, Dungeon & Dragons for $70 etc
Pedu