If you are a bit advanturous, how about taking AirAsia (LCC based in Malaysia and Thailand) from BKK to Macau for about $30-$50, take a bus or taxi (~$0.5 - $5) to the Macau ferry terminal and then take the high speed ferry (~$20) from Macau to either Hong Kong or Kowloon in about 1 hour (ferry runs every 15 minutes or so). The ferry drops you off right in the middle of downtown. You may even want to spend half a day in Macau before heading to HK or Kowloon.

Trip takes a bit longer, but if you want to save a few bucks and want to see Macau, that would be a great way to go.