Planning for a trip to HK, Macau and ShenZhen

[jesmineang]

I am planning a trip to HK, Macau and Shenzhen in Jan 2010. Any suggestions on where to go, hotels, how to get about from HK to Macau and to ShenZhen... We want a free and easy trip so we are not going on a tour package.

So far, some suggest staying at Prudential Hotel at TST which is near the China Ferry Terminal? near shopping malls and etc

And Macau to stay in the Venetian hotel...