If you want cheap stuff or things in bulk, suggest you buy in Guangzhou, but if you look for brand stuff at cheaper price, in Macau. FOr places to visit, please see my answer below to Cecilia. Hope it is helpful. Direct bus from Guangzhou to Macau (Gongbei Custom) 70 per person for single trip.You can take city bus to get around in macau, it is not expensive. It also depends on what you plan to buy.