Question:

RMB can be used in both HK and Macau, HK dollars can be used in HK or Macau, and Macau patacas is mainly used in Macau only, exchangable in HK, but shops aren't likely to accept Macau patacas. It's better to exchange to local cash of where you're going to, you can take US dollars/Euros with you. Change to RMB if you are mainly in China, HK$ if HK is your priority, there's no need to change to Macau patacas, since HK$ is accepted throughout Macau. I suggest you don't exchange a lot of cash, because the commissions can be scary, just exchange enough for your use, the rest by credit card or international debit card.