  We generalize the local surface counterterm prescription suggested in
Einstein gravity for higher derivative (HD) and Weyl gravities. Explicitly, the
surface counterterm is found for three- and five-dimensional HD gravities. As a
result, the gravitational action for asymptotically AdS spaces is finite and
gravitational energy-momentum tensor is well-defined. The holographic trace
anomaly for d2 and d4 boundary (gauge) QFT dual to above HD gravity is
calculated from gravitational energy-momentum tensor. The calculation of AdS
black hole mass in HD gravity is presented within above prescrition. The
comparison with the standard prescription (using reference spacetime) is done.
