The only map GPS program for Hong Kong that I am aware of is Map King, which works exclusively on Windows CE/mobile platforms.
Since I absolutely hate Windows Mobile (e.g. battery hog & daily crash-meister) and its stupid Windows style OS (i.e. completely user unfriendly for a mobile platform), I have no options. Garmin's sytems are great... wish they worked here.
Hong Kong taxis don't use GPS systems because it's uneccessary, 85% of the cabbies know practically every building and street in town.
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