I am coming to HK for a week and plan to visit Macau too. Please suggest if this plan is fine. Leave from HK to Macau at 5.30pm. Reach Macau at 6.45pm. After immigration go to east sauna and return by ,9.00pm for ferry to HK.

My worry is the immigration back in HK. Would they suspect my few hours trip to Macau and cause problem? I need to be back in HK by 10.30pm.

they could care less. immigration should not be an issue.

2 hours in a Macau sauna is like throwing your money away ... you need to spend 4-5 hours in ths sauna to appreciate all the things they have to offer ... and I doubt you'll have 2 hours in the sauna as your schedule is a bit tight
You'll get no problems with immigration on either side

I agree with twiceAweek, and would add the following math:

5:30 - 6:30 -- Ferry to Macau
6:30 - 6:45 -- Macau Immigration (arriving) (could be less, could be more)
6:45 - 7:00 -- Walk to East without getting lost
7:00 - 8:15 -- SAUNA EXPERIENCE
   - Enter
   - Undress
   - Shower
   - Body rub? (20 minutes)
   - Shower
   - Sit in lounge
   - Have a drink/eat? (10 mins)
   - Have a thigh massage (25 minutes, could easily extend to 50)
   - Enjoy the lounge massagi girls (from 0 to 2 hours, depending on you)
   - Showtime, pick a girl
   - Session with girl (60 minutes)
   - Relax in lounge
   - Shower
   - Dress and leave
8:15 - 8:30 -- Walk to ferry terminal without getting lost
8:30 - 8:45 -- Macau immigration (leaving)
8:45 - 9:00 -- Board
9:00 - 10:00 - Ferry back to HK
10:00 - 10:15 - HK Immigration
10:15 - ??? Travel to your hotel in HK

As you can see from my math, you've only left yourself 1 hour 15 minutes to do 4 to 5 hours of hobbying. This is why I think you need to reconsider your timing.

Since the ferries to HK run 24 hours per day (and to Kowloon until pretty late at night), if you can avoid having to be back in HK by 10:30, how about this? Keep your arrival time the same, but plan on departing back to HK at around 1am (will get you home by 2:30, more or less)? Macau is a very safe place to walk/taxi around at night, so no problem there. And HK is easy to navigate at night too, by taxi.

Alternatively, see if you can catch an earlier ferry to Macau, say 1:30PM rather than 5:30PM. However, the saunas can be slow mid-afternoon, so this is second best (except if on a Saturday).

Gherk

The immigration stamp does not have the time of you arrival.  Only the day.  When I lived in Zhuhai I hoppen into Macau for 45 minutes once to buy a phone.

I agree with the others.  Your schedule is too short to be worth it.  I you absolutely cannot extend it, go to D1 instead.

with that type of travel schedule you may as well stay in HK and see a few walk-ups for your money's worth!

With this time frame, I would spend it in D1.  Get a D1 package from Shun Tak, this includes the D1 service plus return ferry tix, however this WILL committ you to D1 since you already paid for it.

Get on the 530pm ferry.  There has been occasions that you may have to wait up to 10mins on either side of the ferry terminal (no parking for arriving ferry, it's happened to me many times)

You should get no hassles from either immigrations, since I use to do day trips to D1, (ie, after lunch, ferry, D1, ferry, home for dinner)

Arriving around 630-645pm at MC, 5 minute walk to D1 (exit upper level of ferry terminal, turn left, walk along foot bridge, past the cube, next set of escalators down, building on the right)

Starting at 700pm, at D1 (good time -shift change),  service is usually 1:30hrs, so you are out by 830pm (you can finish early if you want), do the walk of shame back to the ferry terminal, find the ticket counter, you should be able to get the 845pm ferry back to HK. This should get you back in HK around 1000pm

Suggestion for getting off the ferry.  You will notice that as the ferry approaches the pier, it will slow down and the crewman will go to the door and get ready.  THIS WILL prompt many people to standup and go to that exit and wait.  YOU should do the same (since you are short on time)  This will get you out to immigration in the first pack. I assume you don't have the electronic form of entry for MC, so you need to be the first ones to wait in line at immigration.  (same deal for coming back to HK)  If money is not a problem, you can upgrade to the "business-class" ferry seats, which WILL let you off the ferry first.  (this also includes a snack on the ferry, good if you are short on time for a feed)

Hope this helps

Thanks so much all of you, you have cleared most of my doubts. As rockypop said, I agree with him but i would be spending my 4 days in HK and I would never be able to come alone to Macau again so wanted to experience the thrill of  the show time for one last time. Then walkups are hit and miss. I want to try the model ones there in Macau.

Thanks Dilmah for your suggestion. I was planning East Spa for the show time. Let me see will try to extend the time to 11.30pm atleast.