Just flown 11/13/08 Macau-Hong Kong ...
The lounge is very basic but spacious.
Yes, they had separate immigration and security screening facilities at Macau for departure but no separate immigration at Hong Kong upon arrival !
I took the flight at 17.30hrs arriving just at dawn in HKG.
It was a bit hazy as well.
The best seating is on the right towards HKG.
The view upon arrival is o.k. but exciting only for the last 3-4 mins of the flight.
Most of the flight is over water with only 2-3 islands interrupting the "waves viewing" before approaching the helipad at the "Macau Ferry Terminal" in HkG !
And finally, itīs a significant amount of money you hand over for such a flight (2200,-HK$ ow incl. tax) !
So, if the weather is not nice - donīt waste your money !
I think weather must be really bad before they cancel flights (wind speed/direction at the helipads are what itīs about)