If it were winter when live King Crab is in season, I would send you to Happy Cafe in Chinatown. A no-decor, no-frills Chinese restaurant but with very good HK/Cantonese food. They have live King Crab when they are in season which is about December/January/February.
Since these aren't in season right now and what you are buying is probably just rewarmed pre-cooked frozen legs, I would just go to Costco on the weekends and buy the colossal sized legs and steam/boil - or stir-fry them which is my preference - them at home myself. Costco sells these for a great price. You can lay down some newspapers, warm some butter, open up a few brewskies, and enjoy these in the comfort of your own home. Clean-up is simply wrapping up the shells in your fancy newspaper placemat and tossing the entire package into the garbage - or compost pile if you have one.
Enjoy !