I'd echo a few of the comments already made - 9 nights is a long time for HK, so you'll definitely have time to go to Macau.
We stayed for 7 nights about a year ago, and spent the first 3 nights in Kowloon (near Tsim Sha Tsui (TST)), then a night in Macau, then 3 nights on the island.
Kowloon and the island are fairly different, so I'd recommend spending some time in both. The island was far more expat-ish than Kowloon which seemed more native Chinese.
Macau was interesting, but I'm glad we only went for the night (and two half days the day we got there and the day we left). It's a gambling mecca, but nothing like Vegas if that is your thing. We stayed in a resort type of hotel while in Macau, which was absolutely great, as it was a good way to charge the batteries after the madness of Kowloon before going back to the island for more madness.
Public transit is easy everywhere, that shouldn't be an issue.
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