Go Zhuhai on Foot
You can walk across the border from Macau at Gongbei. The border is open from 7am to midnight. It typically takes 20 minutes of walking time, but be prepared for long queues, which can easily add over an hour to your total border crossing time.
An alternative crossing is via the Lotus Bridge in Macau's Cotai area to the island of Hengqin. This border crossing point is open 8AM-8PM. After crossing the Macau side, take a shuttle bus across the bridge to the China side (fare ¥3, no change given so carry the exact amount). From the Hengqin side of the border take bus number 14 to Xiangzhou, or catch one of the Kee Kwan air-conditioned minibuses to Wanzai or Gongbei (¥5).
For foreigner entering China, you will need to produce a valid visa. Follow the immigration line that says "Foreigner". Once you clear immigration, you enter the duty free zone. Consider picking up some Western chocolate or liquor, especially if you need gifts for Chinese. Jameson's at HK$70 a bottle is a good buy, as are some of the wines and single malt whiskeys. Do not bother with common brands of whiskey or cognac; those a readily available in China. Cigarettes are generally cheaper in downtown Zhuhai than at the duty-free( do not buy cigarettes in duty free, most are fake).
When you exit the Gongbei immigration building, you have reached the Zhuhai border. If you need to purchase a pre-paid cellphone card, please proceed to exit the immigration building, then walk downstair to the underground mall. There are many telephone services stalls here. You may purchase a pre-paid sim-card here for ¥100. It comes with a loaded value of ¥50. You will need a GSM phone to get it to work. Always keep your belongings zipped inside your pocket here as pickpockets are very common at the border check point.
On the return trip from China to Macau, here are the border crossing tips from Zhuhai China to Macau via Gongbei port. The Gongbei immigration building opens at 7:00am. If you arrived at the Zhuhai Gongbei port via Taxi cab, you either arrive in front of the Gongbei immigration building or via the underground tunnel, linked to the underground mall below the Gongbei immigration building. Proceed to queue up at the entrance of building. It is rather cold in the morning so bring enough warm clothing with you if you decided to queue up in the morning before 7:00am.
When the building opens, proceed inside the building. Look for the line that says "Foreigner" (usually line# 15). If you are already late for your connecting flight, go to the express line (no queuing required) and show them your air ticket for immediate attention. Once you clear the Chinese immigration, you enter the duty-free zone. Proceed to the immigration hall. Foreigner is required to fill up a blue-color slip in this hall, declaring your place of stay in Macau and your departure details. Proceed to queue at the line that says "Foreigner". Once you clear the Macau immigration, proceed to exit the building. If you carry any luggage with you, the immigration officer may request that your luggage be scanned by the X-ray machine before you are allowed to exit the immigration building. The whole border crossing process takes about 20-25 minutes, excluding waiting time in the long queues.
You may choose Taxi cab or bus to get to the airport. The ride to the Macau International Airport takes only 15 minutes from Gongbei port. There will be surcharge of Macau$5 to the airport and $6 per item of luggage. It costs about Macau $70 to get to the airport by Taxi cab (inclusive of surcharges). Taxi cabs accepts Macau Patacas, Hong Kong Dollars or Chinese RMB for payment. These currencies are treated equally (With RMB being the most expensive) during payment. You may still use your Chinese pre-paid telephone card up to the mid-span of the Friendship Bridge in Macau. After that, the signal drops off.
[edit] By trainThe Guangzhou-Zhuhai Intercity Mass Rapid Transit (Guangzhu MRT) opened on 7 January 2011. Currently, the only open station in Zhuhai is the Zhuhai North Railway Station (珠海北站; Zhūhái Běi Zhàn) in Jinding: the remainder of the line, which extends to downtown Zhuhai and the Zhuhai airport, is slated to open by July 2012. The journey from Guangzhou South station to Zhuhai North takes around 46 minutes and costs ¥44 for first class or ¥36 for second class.
Bus routes 3A (to Jiuzhou ferry port) and 65 (to Zhulinpu in Tangjiawan) connect the station to the rest of Zhuhai, while there is also a minivan service to Beijing Normal University. Reaching downtown Zhuhai from Zhuhai North station takes around 40-50 minutes by bus. There is also a taxi queue immediately outside the station.
If your interesting in making your way straight to the Macau border, you can take the k1 bus directly from the station (珠海北站) to the Gongbei (拱北) border crossing. The cost is 3 yuan, and it takes about 30 minutes.
Until the rail line extension comes into play, the direct downtown-to-downtown busses are likely to be faster and more convenient.
from wikitravel