Just to share my experience: I came back to Hong Kong because there were no reasonable money changers in Macau. There almost non-existent, which is funny considering it's a gambling destination. It's all jewelry shops where Chinese people from the mainland, that make up the bulk of Macau's customers, "purchase" jewelry, and return it for cash to circumvent Chinese mainland money laws.

Anyway, I changed $413,000HKD into USD. Chunking Mansion actually had rates AT PAR to the real trading rates of the day with zero commission. I was in shock. I got it in cash, albeit it was a large sum, but I lost no money aside from making a $100 trip to Hong Kong, and over nighting.

If you're okay with carrying large sums of cash if you go to Macau and win, then it's my opinion this is the best option and I do this for a living. If you're not okay with carrying a large sum of money the casino may offer a check or wire, but I'm not certain because their English was not good and they said something about how the amount was too much and I had to take cash. However once you get the cash you can then go to a bank and initiate a wire to your bank in the states.