Also get First Class on the CotaiJet ferry. You'll find this is cheaper than First Class on the other company (FirstFerry), the boats are more modern and spacious, the free drinks/food are better, and it takes you to the Taipa Ferry Terminal rather than Macau, which is a smaller terminal with shorter immigration queues. Then once you get out choose a hotel bus - Wynn and Grand Lisboa are handy since both are near Senado Square, and hence St Paul's Ruins, Macau Mesum in the old fort, etc.
Also make sure you see Guia Fortress and the Taipa Village Houses - beautiful little cottages painted aqua green that are now each mini-museums. All these places you can get to by cab - cabs are cheap. Most places will only be a MOP30-40 fare or so, which is A$5 max.
In terms of food:
* Portuguese egg tarts. Choi Heung Yuen bakeries are everywhere and are quite solid, but the best ones are from Lord Stow's bakery. They have an outlet in the Venetian but its better if you take a cab to the original.
* La Bonne Heure - this is on an alleway off Senado Square. Setup by an ex-Robuchon chef. One of the best French meals I've ever had, and very reasonable - you won't pay more than A$30 for a main.
* Club Militar - you need to book, but great Portuguese/Macanese food, and the building is gorgeous. A pink cottage setup as an officer's club for the Portuguese navy.
On currency - you should be fine with credit card. HKD is accepted at 1:1, but the actual exchange rate is 1.03 MOP = 1 HKD. THis is why I always use my 28 Degrees card to withdraw a few patacas on arrival - you save 3% on cash transactions!