Walk, walk, walk around Macau, and you'll see a lot! Here are some of my must-see places:
* Visit the Leal Senado building, with it's Portuguese-tiled entry and fabulous ancient library with floor-to-ceiling carved wood shelves, in a square with Portuguese-colonial buildings
* Visit the ruins of St Paul's and the fort on the hill for fabulous views and a touch of history
* See the Camoes Gardens and the Lou Lim Ieoc Garden, both beautiful gardens to linger
* Visit the old temples, A-Ma and , for a view of the old Chinese world
* The islands, Taipa & Coloane: catch a cab there and wander around the old cobble-stoned streets.
* Visit Pousada de São Tiago, a small Portuguese fort converted into a small hotel, full of character, and with great view almost 8 years ago
I would totally agree with the advice from Carlene ... the only tribute I would pay to casinos is a visit to the Venetian, but purely as an attraction. It has an enormous under-roof canal area which in terms of a 'wet day' can be a great way of remaining dry and comfortable, fed, and shopped (in a shopping centre sense).
Other than that, the SkyTower gives you are very good idea of the layout of the place, the ability to see more areas that you might go to to walk around.
Macau is a gateway to China as well and if you equip yourself with a visa, then you can easily flick over the border.
Personally I prefer Macau to Hong Kong, it seems to have kept more of its visible and accessible history to walk around. Yet Hong Kong is also only a short ferry ride away. almost 8 years ago