There are two approaches, one over Sai Kung-Kowloon the other to the south of Lantau Island.

If you want to see HK, then on the Kowloon approach, the left hand side of the plane is best. On the other approach, on the left hand side you can often get a good view of Macau. However all of this is conjecture, as Christep has pointed out, the pollution here is often quite bad.