Annual reports, Public Works Department
These are a good source of information about anything related to government works: reclamations, lighting, government buildings, etc.
From around 1898 onwards, they also include a brief mention of major private construction projects completed and underway.
You can find copies online at the HKGRO website. That site's document search isn't always accurate (not surprising, as the documents are old), so you'll often need to read through them to check if what you're interested in is present.
To save work for future searches, I've started typing out relevant sections here as I use them. If you want to help do the same, just leave a comment below with the year of the report, and any text from the report you've typed.