[kinkydude]

As a local Macau guy, I gotta give you these suggestions. Having fun in Macau is not cheap, of course not referring to old aunties pros in some old streets, but if you go to saunas or night clubs, I gotta tell you that Macau is the best out of the world. The whole idea, decoration and management of the whole thing is awesome and the quality of girls. If you are lucky enough to find some real local girls in the business then you will taste something different. Saunas in HK are not bad too, but you will definately enjoy much more in Macau.
Zhuhai is cheap, I personally never tried, just found that uncomfortable, or maybe I'm not really into mainland girls.
There is a newly open hotel calls Golden Dragon, you try those sex stuffs then you will agree with what I say. That's my favourite place right now...