moretimeoffguy Unfortunately, it has been decades since the HMS Queen Elizabeth, of one of the locations in The Man With the Golden Gun was still visible.

Although I stayed at The Peninsula years ago, I forget to ask about "the" room from that movie.

As for other sites, check this out.

As for whether or not Macao is worth a daytrip, sure. But it is indeed tiring, given that you'd have to go through immigration procedures.
Since it's your first visit, I'd hesitate to recommend hopping on a bus to cross that massive HK-Macao-Zhuhai Bridge...but that was a pretty neat way to go, sitting in the front of the top level of the double-decker bus.

Although I entirely ignore gambling, a number of casinos offer free transport to Macanese border checkpoints.
For me, I'd beeline to the Portuguese part of town, and stay there for the day.