The series was a bit hit and miss, and is no better second time round for me. It's nice to see the locations and at least try and spot some, as well as some early turns by people such as Bruce Payne and Tzi Ma. But on the whole the program was let down by a slightly plodding pace and wooden acting from some (though not the two mentioned). The thing didn't really pick up pace until later in the series, but by then I think people had lost interest and a planned second series, aimed to be more centered around HK-style action, never got off the ground.
Anyway, it has a great opening theme and lots of familiar faces from the local film and TV industry as well as some interesting locations, starting off with this one - Mongkok Police Station. This is a grab from the very first episode called Power Play.Mongkok station is indeed a working station and this block seen on TV is the last remaining one. There was at least one more similar columned block that fronted Nathan Road (you can just see a tiny bit of it here in the I Spy series) that was demolished to make way for the MTR construction. The shot above was taken through the main gate on Playing Field Road (yes, that is a real street name!).