My first trip to Macau was almost a year after I arrived in Shenzhen. If I had visited the city earlier, I might have tried to move there instead of staying in Shenzhen.
On that first trip, I traveled with Jia and her mother during the October holiday--it was their first trip outside of mainland China. We rushed through Macau in two days, visiting as many non-casino attractions that we could (of course, we also stopped in a few casinos, but we only gambled 20RMB).
I always enjoyed the sight of the Lisboa (before the Grand Lisboa opened across the street) in the distance as I looked down Avenue de Alemeida Ribeiro from Senado Square.