Just did a day trip to Macau yesterday. A few observations...
- We had a surprisingly long wait at immigration to exit Hong Kong (10+ minutes). Make sure you go straight to the gates after buying your ticket.
- We had a 30 minute wait to enter Macau. Hint: queue in the rightmost "Visitors" line. When the Hong Kong residents line clears they start taking people from that Visitors line.
- Use a Visa card for a HK$30 discount on a return economy Turbojet ticket. And plan to return before 6 pm. The fare increases if you return later.
- Don't waste money on Superclass. We were very comfortable in economy even though it was completely full.
IMO if one is not a gambler I'm not sure a day trip to Macau is all that worthwhile. The old Portuguese architecture and streets are interesting, the ride over is fun, and you get some extra passport stamps, but the shopping and food were nothing special and the main sights were hardly world class. Perhaps we missed something but we couldn't understand the great allure of Macau for an ordinary tourist. The custard tarts?