You can take the coach from Guangzhou. The trip takes about 2 hours and cost around RMB70.
There is also a direct coach from Shenzhen airport and also Shenzhen long distance bus station. The trip form Shenzhen is about 3 hours.
There is also a direct coach from Dongguan city (in Guangdong province) to Macau Airport. The trip takes about 3 hours and cost around RMB100.
You can also get a bus from either place to Gongbei bus station in Zhuhai. That puts you right across the street from the border facilities so you can walk to Macau (see next section). This can save you a bit of money; the bus is about the same price either way, but food and hotels are cheaper in Zhuhai.
