Riding TurboJET from Hong Kong Airport to Macau is great for when you don't need to go through HK and you arrive during their operational hours (noon-10pm) . Simply purchase your ferry tickets on the upper level of the airport, hand over your luggage claim tickets, wait to board the ferry, then pick-up your luggage once you land in Macau.  

2) Sheung Wan Ferry Terminal (Shun Tak Centre)
24 hours  |  Ferries are frequent (every 15 mins up to 11:59pm | then 7 ferries after midnight).  
There are possible cancellations of ferries after midnight, so plan early!  I like this Ferry station the best as ferries are most frequent and the MTR station and Bus stops are right nearby.  
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3)  Kowloon China Ferry Terminal (TST).  
 7am-10:30pm  (About one ferry per 1/2 hour).

I personally don't prefer this Ferry Terminal as the nearest MTR train station is a bit of a walk away (Austin or Jordon).   

4)  HKIA to Mainland China. (Shenzhen Airport, Shekou, and Guangzhou Nansha). 

If you don't want to sit and wait around at the airport for the first ferry to go to Macau,  you could also go through HK customs, and either find a bus or Taxi to take you to either Sheung wan (Shun Tak Centre) or China Ferry Terminal (Kowloon).   Average cost of Taxi's can be found here .  If you have the time to spare, Day and Night bus offer comfort and scenic views but at the expense of time.

If you are pressed for time, going to Shun Tak Centre is probably your best bet as day ferries depart every 15 mins.

Personally I feel that sometimes it may be worth it to upgrade the TurboJET tickets as upgrading allows you an edible "free" meal, but what you are really paying for is being able to get off the ferry FIRST to avoid the rush at the customs line.  The bad thing is that even if you've upgraded the tickets, they don't tag your luggage differently and you may end up waiting a while for it after customs.  Also, at HKIA, as a Super Class ticket holder, you don't get a separate boarding line during the boarding process so yup, you still have to stand in the long line. 

If you are not in a rush, the economy is comfortable enough (though if your neighbors are rude like mines--they blasted their tablet speakers the entire ride or was clipping their nails away--it may warrant the upgrade).   The Super Class level on the upper deck on 2 of the boats I've been on looks like it needs refurbishing (see photos above).  Though you do get to pick any open seats whereas the economy is assigned and there's option to purchase drinks and snacks.  

If you are taking a night ferry (after midnight I believe), there's no one to collect your luggage so you have to lug it onto the ferry yourself.  Let's just say it was a challenging experience when you are carrying a lot of bags and you have to lift it off the uneven ground.

Though if you really want to arrive in style, one could always opt for the PREMIER grand class ($410-$476 HKD ($53-$62 USD) on a supposedly nicer boat with gourmet meals and free wi-fi.  Perhaps the meals on that upgrade will actually be worth it...maybe next time. 

I did think that "lounge" for Super Class  and Premier  did not seem impressive when it was available.

[TIPs ]... actually reminders to myself: 

If you know that you need to return to HK via the ferry over the weekend (or during any Chinese holiday) pre-buy your return tickets EARLY and don't assume you can buy a ticket for the next boarding (unless you don't mind paying for the overpriced hawker tickets and even then those are hard to come by.  I can only see those tickets working great if you are traveling alone with no luggage).
   
Typically, over 70,000 people visit Macau on the weekends. I learned the hard way that it's possible to show up and have all of the overnight ferries be sold out (even on Super or Grand Premier).   Do not bet on the "stand-by" lines since it did not work for me (spent an entire night at the ferry terminal) and I missed my flight in Hong Kong.  I must not have been thinking straight even though I had set up several reminders to pre-book days/ weeks in advance.  

Also, there are NO left luggage counter at Macau Ferry Terminal (I asked) -- only coin lockers, though it seems like they will accommodate up to 29" or so suitcase size.