YES - Go!!!
I noticed that you are SPG Gold.
STAY at the WESTIN !!!

When you fly into HKG, you just go straight to the Macau Ferry desk with your luggage claim checks and purchase a ticket. You do not have to deal with HK customs or immigration at the airport. It is very easy (even with golf clubs!)
Get a VIP seat on the ferry.
When you arrive at the ferry terminal, look for the WESTIN bus. Do NOT take a taxi, who will tell you there is no Westin bus.
The area around the Westin is nothing like downtown Macau. If you do not stay there, you will have missed it.
As Gold, I did get an upgraded room, but the rooms are very large anyway, with a huge private terrace.
To get back and forth to downtown, take the Westin bus back to the ferry and get on the Lisboa bus. Takes you very close to the St Paul ruins.
Also, the Westin bus will take you to the Venetian where you can see Cirque du Soleil for a good price!
Good dining in the coutyard at the MGM.

Also, the WESTIN staff were amazing!!!

From the Westin, you can walk along the beach to Fernandos or take a taxi to the small town where you can stop and get some custudards at Lord Stowe's Bakery!

Getting back to HK is easy. The ferry will take you downtown.

I only spent 3 nights at the Westin and it was well worth it!
They usually have cash and points!