Macau for one day is a bit of a stretch....
BUT.. you can do Shekou/Shenzhen (which is right by the SZX airport) to Zhuhai.. think it's 80RMB and 1 hr or direct to to the SEZ.
There are direct Macau-Shenzhen ferries but it's upwards of 200RMB but something like 4x a day vs. the Zhuhai ferry which is every hour or half hour. Not sure where the Zhuhai ferry dock is but Gongbei, as far as the SEZ/Land borders is concerned, it's a piece of cake.
Just make sure you got a dual entry or a multiple entry visa to China if you go to Macau.