I will be in Beijing and am planning a day trip (one night) in Macau but airfare from Beijing directly to Macau appears over $ 850.

In a Star Alliance thread a kind poster suggested flying to either Shenzhen or Zhuhai and then taking the ferry to Macau.

Has anybody done this? I'm looking for practical information on how to do this, such as how long does it take. Where is the ferry terminal in each city, time needed, etc.