It's the obvious but it's the best - Ruth's Chris Steak House. The best Fillet (US beef) mmm! Also the Argentenian place I think called La Pampa in Soho got good steak too!
Acutally, I prefer Morton's (but expensive) and the steak house in the Intercontinental Hotel (not quite as good, but better also slightly cheaper) to Ruth's Chris.
Agree with beachball, MORTONS is the best in HK (TST Sheraton Hotel 4/F (?))
The Steak House in the Interconti is much better then Ruth's Chris and better value for money.
For Canadian Steak you can go to LKF Stormy Weather. They have Canadian Beef.