Lantau ferry is like taking a train, you just pay at the pier entrance (octopus / cash) and get on.
Macau ferry, you can get a few dollars off the price by paying cash to a travel agency in the Shun Tak Centre and they may throw in some freebies too (last time I got the ferry + Macau Tower tickets for less than the ferry operator's own prices, or if the House of Dancing Water show interests you). Could also consider ferry + hotel package. You can standby for earlier ferries than the one on your ticket. Seats are allocated with stickers 10 minutes before boarding.