Note that the OP has already stated that she has an entry visa for PRC, so that won't be an issue.

Anyway, Macau is very interesting indeed, and makes an interesting side trip if you are up for it.

However, as someone who has done the walking border crossing between Macau and Zhuhai, let me tell you that it is not the most pleasant experience going. Crowded, long lines, long waits and hot. You'll have to fill out all the immigration material, including the SARS form and entry/departure card. Also, it's not a quick hop across the border--a rather "long" walk--not just walk over and come back.

Once you get through all that, though, you end up at a large shopping mall on the China side, which is interesting enough to spend at least an hour walking around. Zhuhai itself doesn't have much going for it except for this mall and the local market, to which you can take a cheap cab.