Azerbaijan national going to China through HongKong

Hello,
I am now in Japan with student visa, though it will expire on 10th August 2013.
I want to go to Guangzhou, from Japan, but I noticed that the price of flight to Guangzhou is much more expensive that that to HongKong. Since HongKong is very close to Guangzhou, I want to fly to HongKong, stay for a night there, and then take a bus to Guangzhou. Then I will stay maximum a couple of months in Guangzhou, and then either go back to Azerbaijan.
Do I need separate visa for HongKong and mainland? Can I apply in person, or do I need to go through travel agency?