Despite spending just under a year in Hong Kong I regretfully didn't learn much of the Cantonese language. Apart from basic phrases related to food, and the occasional confirmation there really wasn't much more that was required of me as a considerable portion of the population had a basic mastery of the English language. Apart from the taxi drivers of course, most of the time I was lucky to not end up on the other side of the island in an alley.
Now that I actually have the time to learn the language I'm left with limited learning resources. No local universities have a good course, Rosetta Stone only carries Mandarin, and Pimsleur is archaic and overly formal. I have found one
Popup Cantonese however. It's more of a daily podcast than a structured lesson, but they do provide documents explaining the podcast for download. This is one of the first language resources I've encountered which teaches the language as it is used today on the streets, not how it was used 70 years ago. Given the fact that my Asian fiancé no longer laughs hysterically when I speak Cantonese, I'd say it's worth a look.