You are so right about Full Alert. I still have a lot of his films to see though (I refuse to see a dubbed version of City on Fire, thanks for nothing Miramax). That movie is so gritty I needed a spittoon to watch it, its perhaps the best ultra-bleak cop thriller I've ever seen. I even liked his hugely aberrant Looking for Mr. Perfect, wherein Simon Yam essentially re-does his particularly vile Full Contact villain in a decidedly more slapsticky setting.
63 is too damn young to go out. He's got a great body of work behind him of course, but he was still adding to it, and right now for the Cantonese film industry losing the guy who made Sky on Fire is still a significant loss.
Also he essentially gave Tony Leung (not the Wong Kar Wai Tony, the other one) his career, for which we should all be grateful.