​If I like to get Tencent now, should I just get it from the HK stock exchange instead of buying from the US stock exchange?

Yep, HK is definitely the preferred destination. Just be mindful that a "lot" for Tencent in HK is 100 shares so based on its current price (HK$450), it'll cost investors a minimum of HK$45,000 (S$7,820), excluding trading fees.

Yes, buying directly from hkex will reduce delisting risk.