Most casinos in Macau will cheerfully exchange your USD into HKD for table games, keep the receipt in case you want to convert it back at the end of your day trip. Rates are very close to the posted daily exchange and they will tell you before proceeding, no fees or for small sums, no ID's requested.

Banks including HSBC in HK now charge a fee for exchanging foreign currency and request ID card or passport (thanks to the US Patriot Act, etc.) - we got the best rates at the exchangers in Mong Kong (just like TST area) as we needed both HKD and RMB. Used our Citicard ATM to withdraw money from our own checking account at the local branch of Citibank in Kowloon and both non-Citi ATM & foreign exchange charges were deducted from our transactions (however "small" - GRRR !!!!)

If you plan to use your CC or ATM card, it's always advisable to alert your bank's CS before your trip so that they're note it, as the fraud prevention dept. at Chase, Citi & HSBC are very aggressive in reviewing/approving transactions (or, NOT) - especially for say, a $1,000 USD withdrawl abroad. My sister-n-law just came back last week & was embrassed as her CC was declined by Chase when she wanted to post a purchase at the LV store in HK, if she only called them for a heads up or kept her cell phone on to speak to them.

Have fun, we did recently at the Venetian with the slots - got our COMPS back (ha ha) 150% when we took the fast ferry back after a 6 hour visit, our small "win" paid for the meals & snacks, and the hydro's RT tickets, etc. plus enough for a Coach tote for DH at the Citygate Outlet.