There are sessions every night in PolyU (The Hong Kong Polytechnic University), maybe 8pm to midnight. The bboys and poppers tend to practice every day, while the smaller house community practices on mondays. I'm not sure exactly which building it was. To get there, I walked up the big outdoor stairs on the south side entrance, crossed the plaza to the left, and then went a few steps down to a building entrance on the left, to find hallways and floors littered with dancers. just ask students for "where the dancers practice", and they should be able to point you in the right direction.
Due to the large international community, there are actually some clubs that cater to international tastes too. They may not have any street dancers there (unless Shan S is spinning), but you can find good dance music in a few places around Central.
Often plays disco, house. Shan S, Helen Ting, and other DJs often spin here.
Part-owned by Khahim, caters to a salsa / african / jazz crowd on most days.