What is best way to travel from hongkong to macau, is the air service by small plane or helicopter?

Yes, there is helicopter service operated by Sky Shuttle Company. You can take it from the Hong Kong-Macao Ferry Terminal and arrive at Macao Maritime Terminal. Each flight takes 15 minutes in the day. The fare is 4,300 to 4,800 HKD per person.
Or taking direct ferry from HK-Macao Ferry Terminal is also a good choice. There are lots of schedules every day. The travel time is about 55 mins. And the ticket fare is 164 HKD per person.
You can choose the way you like.