It depends which approach you want to take: a direct bus from various places in Hong Kong to Macau, or a step-by-step approach by public transport to the bridge, then the shuttle bus across the bridge.
Thanks to
:D! for the step-by step of the public-transport option. Does anyone have any experience with one of the direct buses? Are there any that leave from HK Island / Central? I have only been able to find ones that leave from Kowloon.