The good thing is that you can land in Hong Kong and take a direct ferry to Macau without even going though Hong Kong immigration, so that's what we did. We landed in Macau, waited in Hong Kong 1.5h for the next ferry, and they took our luggage from the plane and got it directly on the ferry along with us. It was a bit unnerving since we never got to check that the luggage made it, but it did:
Macau has two piers and 2 ferry companies, Taipa was the closest one to our island
Macau technically uses MOP which no one really seems to want, and readily accepts HKD. They even have ATMs that give you HKD directly
Turbojet is the competing company to Cotai Jet, the one we took back to HKG 2 days later
Sadly, our first cab screwed us over by taking a clearly longer route to the temple, hoping we wouldn't notice, but at the end of the day, we couldn't do much about it, and cabs were still dirt cheap (we paid something like $8 instead of $5 or somesuch). Still, that was annoying... We then walked a bit deeper in downtown to mostly see buildings peeling off and churches in sad states, or closed:
probably the nicest building, but not visits allowed
cricket fights were a popular pass-time
we found a nice portuguese restaurant in old town
an ok temple at the south end, but not worth the trip
fishing village in the background
saturday morning, all the kids were there
the two babies that had been born the previous year