Similar to my tastes in anime, I like Hong Kong cinema because it is so unfettered and freestyle. Anything can happen in a HK movie and you accept it because that's the context they set up for themselves. That doesn't mean it always works: sometimes there are obstacles like scripting or really bad special effects/wirework, but 80% of the time you can be guaranteed something outlandish will happen, and you can't say that about American cinema. Filmmakers in the States can't pull off what filmmakers in HK base their careers on because we don't have that precedent, our audiences are used to certain patterns and have a relatively narrow parameter of acceptable entertainment (not to mention, the civil rights groups would tear down the walls if they tried to get away with here what's acceptable overseas - while I'm glad no one's being exploited, it does contribute preponderously to the mundanity of storytelling in Stateside cinema).
Mack the Knife, a.k.a. Dr. Mack
1995, Directed by Lee Chi Ngai
Starring: Tony Leung (Dr. Mack), Lau Ching Wan, Alex To, Hui Chi On, Christy Chung
This was an excellently done movie, lots of smooth drama without becoming heavyhanded. It also featured some fairly sophisticated comedy in the form of subtle sight gags in the background throughout the film. The comedy was moderated but still very funny; the drama was very emotional, dealing with doctors who fall in love with terminal patients and other ill-fated romances. The story is of two rival doctors, Dr. Mack who runs an independent, unlicensed practice and possesses real talent, and a former colleague who screwed up during his training. Dr. Mack took the fall for him and he's been nothing but a political schemer ever since. But the evil doctor's girlfriend falls for Dr. Mack and things get especially complicated.
Perfect Exchange, a.k.a. The Sting 2
1993, Directed by Wong Jing
Starring: Andy Lau (Man), "Big" Tony Leung (chief prison guard), Anita Lee, Kwan Iloi Shan, Yuen Kai King, Christy Chung
This movie was surprisingly hilarious. Andy Lau was plenty cool all the way through. Evidently he's a con artist who's blackmailed by an evil kingpin into going to prison, to attempt to extract information from someone who knows where a large amount of money is stashed. Once there, Tony Leung plays a prison guard who falls for the kingpin's wife and begs to learn superior penis control tricks from Andy Lau. He teaches himself these over the Internet (represented by a smiley face in a mortarboard) and there's a hilarious scene where he practices his marvelous new technique at a urinal for the benefit of another guard.