Macau is nothing like Vegas. Yes, It has the Venetian and now the City of Dreams (over the road), but that is as big as "the strip" is. Give it another 10 years and that will be very different. In central Macau there is Wynn, MGM, StarWorld Galaxy, Lisboa and Grand Lisboa within a block or two from eachother (plus another 20 or so around Macau). Inside the casinos, the "vibe" is very different to Vegas casinos also - less alcohol and more serious.

But, the real Macau is the historical sites, the food, the people and more food. It is definitely worth a trip if you have time. But, only one night in Taiwan seems very limiting and three nights in Hong Kong is barely enough. Depending on what you are looking for with your holiday, might be best to save Macau for next time, where two or three nights in Macau would be best. Macau hotel rates on Sunday to Thursday are considerably cheaper than Friday and Saturday rates.