do you need a visa for mainland China and also Hong Kong?

We are doing a cruise/tour in mainland China - entry point: Shanghei / exit point: Bejing. We are then going with the tour to Hong Kong and then to Guilin (on mainland China). Do we need a separate one for Hong Kong? do we need another one to go to Macau? And....when we apply for a Chinese one, should we indicate "Double entries" ?