Canton (guangzhou) speaks Cantonese, Shanghai speaks Shanghainese, and so it goes, with none of these languages having much at all to do with Mandarin (The Shanghainese use of tones is closer to Scandinavian languages than other Chinese languages!). In Hong Kong, Mandarin would be your third language in school, unused in public except to communicate with visiting mainlanders.
Writing is basically isolated from the spoken language, so there the primary concern is that some areas use traditional Chinese, whereas others use simplified.