I went to Hong Kong last March 2009 and visited Macao as well. I was with my friends and we were all first timers in Hong Kong. I was so thankful that we planned the trip earlier this year because it might not have been that fun because of the A(H1N1) flu virus scare.
We only went to Macao for a day trip. We were so amazed with the place. A must for tourists who want some peace of mind. Unlike in Hong Kong where the streets are over crowded and the life is really fast paced. So what did I like best in Macao? Well, it's not actually the place but the food!
We were able to pass by on a bakery named "Koi Kei Bakery" where we saw everyone flocking around the store and getting some of the free taste products. Then I was able to taste their "chewy peanut candy" and I really liked it, we all did. It tastes somewhat like our "panutsa" but their version is not as sweet as our "panutsa". Their chewy peanut candy is really full of peanuts. I never wonder why everyone that I bumped into carries that yellow plastic bag of Koi Kei Bakery.
So, if ever you're planning to visit Macao, try to taste their "chewy peanut candy". Also try their other products. You'll love it!
If you're going to Macao or Hong Kong for the first time and you don't have an agency, try to visit pinoyexchange.com
Check the Hong Kong and Macao forum. You'll learn a lot from it. Everything is there.