I'm going to list the main ones (the ones that generally get most of the releases)
Mong Kok, 76A Fa Yuen Street (Nelson Street and Fa Yuen Street Intersection) MTR Mong Kok Station Exit D2? (Not Sure, just check the MTR sign for Sneaker Street)
Tsim Sha Tsui, Unit G31-32 Park Lane Shopper's Boulevard (On Nathan Road) MTR Tsim Sha Tsui Station Exit A
Sha Tin, Shop 508, Level 5, Phase 1, New Town Plaza. MTR Sha Tin Station Exit A2 or A3 (Basically the mall straight out of Sha Tin Station, it's beside a Ruby Tuesday's)
Wan Chai, 68 Johnston Road, Trust Tower Ground Floor. MTR Wan Chai Station Exit A3 or B1/2 (Across from Southorn Playground)
Causeway Bay, 7 Pak Sha Road. MTR Causeway Bay Station Exit F1/F2 (Exit A will take you to Times Square where there is a Nike Store there)
I'm also going to list the Factory Outlet Stores
Tung Chung, Citygate Outlets, MTR Tung Chung Station Exit B
Kwun Tong, Shop B3, Block 1, Camel Paint Building, 60-62 Hoi Yuen Road. MTR Kwun Tong Station Exit B1 (This one is hidden, but there is a sign on Hoi Yuen Road letting you know where it is located)
North Point, Shop G3-5, G/5, Provident Centre. MTR North Point Station Exit A1 (This one is quite a walk from North Point so if you're not sure if you can find it, take a taxi)
Hope that helps