I've done a lot of them; here's a quick praisee:
Museum of Coastal defence - Great! Really brings it to life. You can see the mainland, imagine the japs coming over, see damage from bullets and grenades and wander the bunkers and secret tunnels. The static displays are informative too and it doesn't just concentrate on WWII. They've been kicking off with Japan for many years before and since.
Maritime Museum - based in Stanley in Murray House, a building that was originally in Victoria City (now renamed Central) it was moved in its entirity to the coastal town. It's still got war damage (repaired) from the fighting and now houses the above. The models are fantastic (Jay, they're even better than your grandad's boat!) and I also learnt where the phrase 'pieces of eight' comes from - the mexican silver coins that were 8 'reales'.
Musuem of History - OK, but I'm a bit museumed out by now as you can imagine. Lots of good stuff on HK's history geologically (basically all hell broke loose) and some interesting 'taking you back' ot the 'good old days' of empire, the Jap invasion and appalling ensuing three years 8 months up to the handover of 1997. Thatcher negotiated that 'nothing would change in HK' for the next fifty years, but the Government here seem decidely cagey about what their plans are for the future. It's a shame as I can't help but feel we helped them to make HK the great city it is today... Oh well, at least they're not speaking Russian or Portugese (or Japanese for that matter!)