My new favorite for french toast is using the French baguette toast loaf from Donq in Xinyi Mitsukoshi, A8. Perfect with fat slices and airy pockets to soak up the milk.
Ever since spotting the chef at the Le Meridian buffet soak the slices in milk only first, then egg mixture, I discovered a new favorite. Soaking the bread in milk first ensures a moist bite, without having to worry if the egg is cooked through. Dusting it with powdered sugar by tapping some through a strainer, if you have it on hand, makes it look more dressed up without a lot of effort.