As a first stop on my Asia trip I visited Macao. For centuries this was a Portugese colony and it shows in the town center with plenty of colonial houses and churches. In addition, there are also plenty of unique Chinese buildings and temples that are part of the inner city. This gives the town a unique Asian touch that its Indian counterpart in Goa does not have. And the site is well preserved, also unlike Goa. Personally, I felt more reminded of Panama. But maybe that was due to all the cars, casinos and skyscrapers Goa also prominently features.
Places of note for me were the Mandarin's house, the Robert Ho Tung Library and the mint green church.
Getting There
Most visitors will likely arrive from Hong Kong as a day trip by ferry. Tickets can be bought online and have to be exchanged at the ferry terminal. In Hong Kong you have multiple ferry operators offering the trip as well as multiple ferry ports to depart from. If you are staying in Kowloon as I did, departing from the ferry terminal in Kowloon might be the easiest option.
Most ferries go to Macao Outer Harbour. From there you can already see the Guia lighthouse and fortress. Most reviewers seem to have taken the cab to the city and if you are short on time that's probably recommended. In my case after a few detours I managed to walk to the lighthouse and from there to the city. Macao has plenty of footbridges and lifts for pedestrians; quite nice when you know where they are, a bit frustrating when you don't. In total I spent a leisurely 4h in the city.
Unlike most reviewers I did not return to Hong Kong. Instead I crossed the border at Portas do Cerco into China. It was quite an experience; I have rarely seen a border this busy. To cross into China most will need to get a visa before hand and you need to fill out the arrival card.
Directly behind the border is the train station (turn left directly upon exiting the border building). I took the bullet train to Guangzhou from there. Be advised that the train terminal in Guangzhou is located outside of the city center (30min metro ride).
Practicalities
You can store your luggage at the ferry terminal. This option is rather pricey (100 HKD for 6h). And nerv wracking, when you try to reobtain your luggage and forgot the color (?) you picked. I would assume most casinos also offer luggage services at cheaper rates, but haven't tested it.
In town you can pay with Hong Kong Dollars instead of Macao Pataca using a 1:1 exchange rate. Effectively, you will pay a 3% surcharge, though, as 1 HKD = 1.03 MOP.
Surprisingly, most sites seem to be free of charge.
Finally, this being a Portugese outpost, you will find plenty of Pastels on offer. I found the quality of varying quality.