I think a lot depends on who you hire. If you are able to find someone already in HK (ie. ending a contract), then it's just as easy to do a direct-hire. But if you want to get someone still living in their native country (e.g. in the Philippines or Indonesia), then it's probably easier to go through an agency.
We ended up doing a direct-hire even though it was our first time getting a helper. She was already in HK so it was a lot easier as she could do a lot of the runaround for you. (They are motivated to help with Direct Hire process as it is a substantial savings for them not to go thru an agency)
In our case we hired a DH from the Philippines so it was a two-step process involving first the Philippines Consulate and then the HK Immig.
Details from both can be found here:
(Philippines Consulate info)
http://www.philcongen-hk.com/labor/main.htm
(HK Immig info)
http://www.immd.gov.hk/ehtml/hkvisas_5.5.htm#Footnote
I ended up going to both on my own to process all the paperwork but in retrospect, most of the legwork can be done by your prospective helper (assuming she is free to go) - although I think you do have to show up at the Philippines Consulate for the initial processing (I think you have to physically be there to sign something in front of them).
You will also need to buy a one-way open-ended ticket for them (The easiest is to buy it from Worldwide House in Central where the agencies there are used to handling this. They will issue you a TEV voucher to show to the Philippines consulate.)
Finally, you will also need to get your helper some health insurance. We went with a package from Dao Heng which seemed to be the best value at the time.
http://www.daohenginsurance.com/en/c...domestichelper
Good luck!
