Hong Kong: Museum of Correctional Services
Stanley is a nice smaller town with its own market and a completely different feel from downtown Hong Kong and Kowloon. You could plan a bit of extra time in the area to get more out of the trip; unless you're really into this type of museum you'll probably be disappointed after coming all the way out here. Stanley is kind of out-of-the-way, especially for those with a limited time frame.
The museum is free, open Tuesday-Sunday 10:00-5:00 (closed public holidays).
Regular bus service is available from MTR Hong Kong Station Exit D, at the Exchange Square Bus Terminus. Take bus 6, 6A, 6X, or 260 and get off at Stanley Prison. I used the regular bus service to return to the downtown area.
Minibus service is also an option from Causeway Bay Station Exit C. On Tang Lung Street, catch a #40 minibus and get off at the minibus terminus near the prison. I used the minibus to get there, which is an experience all by itself.