I have similar interests as you do and have been to China multiple times over the last 7 years or so. My partner works there most of the time so I'm off to visit him. And much of the time I'm on my own exploring local life. Some thoughts:
Be aware of visa rules for China. E.g. Do you need Multi-entry or are you in China just once. (different from HKG)
Macau: I didn't find it particularly interesting. I don't gamble.
China: I Love to people watch and one of my favorite ways is to go to large public parks in Shanghai or Beijing in the early morning to see the people come out and exercise (tai chi, badminton without a net, ballroom dancing, pickup choirs , kite flying, etc.). An advantage of going alone is to be able to interact with the locals. If I show interest I frequently am approached to participate. I've. Even been offered people's kites to fly, joined a pickup choir even though I can't read Chinese characters, played badminton and asked to dance.
In Beijing there is a famous "antique market" on weekends. I go to watch not to buy. There are hundreds of vendors selling all sorts of interesting things.
Chengdu: the panda reserve is great fun, but get there early in the day. The Sichuan cuisine is great to try, but be prepared for hot and spicy.
Xian: in addition to the warriors and wall, check out the Muslim market in the evening in the city center. Lots of people watching, food and such.
The museu in Xian:
http://en.wikipedia.org/wiki/Shaanxi_History_Museum is wonderful. I found it more interesting than the Famous Shanghai museum as it covered in more depth the whole of Chinese cultural history. The museum has a limited number of tickets each day and has dicounts or free for seniors.
Last year I went with my partner to the Yellow Mountains.
http://en.wikipedia.org/wiki/Huangshan
I Loved it there. It is very popular with Chinese, but you see very few Westerners there. One reason for that, is that to experience it you have to do a lot of work. To see the mountains you climb up and down long uneven steps so there is a lot of work required. The reward is some of the most spectacular natural beauty I've ever seen anywhere. We spent two days there overnighting in a hotel in the midlevel plateau. (people also camped up there if you're into that)
Local festivals. While in Shanghai, I found out about a local kiting club that had a competition out by the sea. We went there for a 1/2 day and had great fun seeing acrobatic synchronized kite teams and the like. Everyone wanted to take photos with me for some reason.
Local spas: In Shanghai (and I'm sure most cities) they have local spas where families go to take baths, get massage, haircuts, pedicure, eat etc. in my experience the sexes are segregated and there is nude bathing with many different choices of mineral soaks, etc. My large body gets lots of attention, but I find it a very relaxing place to go. May be better experienced in cooler weather.
You sound like an adventurous person. Just jump in and have a blast!