Welcome to FlyerTalk!!
You should not be surprised to learn that there are a number of discussions that have been had about this topic. In fact there is one right at the top of the forum today:
http://www.flyertalk.com/forum/hong-...must-sees.html.
Give that a read and add some questions if you still have any.
I think that a day trip to Macau would be more than enough. And the W is way out of the way.