I made several trips to outlying islands. My favorite was Peng Chau.
Less than a square kilometer and car-free, it's an excellent little island. Many guidebooks advise to avoid it, under the pretense that it's 'boring'- this means it's devoid of tourist. Locals, mixed with a few expats, inhabit pieces of the island in gorgeous little housing areas. There are a few hiking trails around the island and some nice temples and abandoned houses to visit. It really is a wonderful place, not counting the enjoyable boat rides to and fro.