One of the great things about Hong Kong is that you can explore virtually the entire city proper on foot. You can walk from the Central District all the way through Wan Chai to Causeway Bay in about an hour or so, while the half-hour walk up Nathan Road to Yau Ma Tei is recommended to all visitors. Unfortunately, land reclamation has been carried out so ambitiously, it may even be possible one day to walk from Hong Kong Island to Kowloon.
In the Central District, there are mazes of covered, elevated walkways to separate pedestrians from traffic, connecting office buildings, shopping complexes, and hotels. In fact, some roads have no pedestrians because they're all using overhead passageways. You can, for example, walk from the Star Ferry concourse to the Prince's Building, Alexandra House, and Landmark all via covered bridges. Likewise, you can walk from the Star Ferry concourse all the way to the Macau Ferry Pier via a walkway. These walkways can be confusing, though signs direct pedestrians to major buildings. Tourists will probably find streets easier to navigate if using a map, but walkways are convenient when it rains and are safer, since the walkways separate pedestrians from traffic.
There's also an interesting "people-mover," the Central/Mid-Levels Escalator between Central Market on Des Voeux Road Central and the Mid-Levels on Victoria Peak. It's a series of moving walkways and escalators that snake their way through the Central District up the steep slope of the Peak. Constructed in the hope of alleviating traffic congestion for commuters who live in the Mid-Levels (about halfway up the Peak), the combination escalator/walkway has a total length of just less than .75km (1/2 mile) and transports approximately 27,000 people a day, moving downward in the morning until 10am and then reversing uphill the rest of the day to accommodate those returning home.