If this is your first time going, there are lots of places to take pictures. The cathedral ruins or the casino strip come to mind. If you go to the top of Penha Hill you can get a good panorama of the place.
During my trip in July, I went to the old weather station and saw the ways they signal typhoons. Low and behold, a week later while in HK they made use of the same signals during a typhoon I was stuck in, so I thought that was pretty cool.
As for eats, you can't leave without having a po tat (the Portuguese egg tart) from Koi Kei. Otherwise, their jerky from the same area is very good too (and they give what seems to be unlimited samples)
Koi Kei Bakery And Choi Heong Yuen Bakery | Shopping in Macau
EDIT: Oh and at Koi Kei, they have these "Almond pastries". It's almost like phyllo pastries and almonds. Very light, tons of layers, usually in bite sizes.
YOU CAN'T LEAVE MACAU WITHOUT THEM
http://www.koikei.com/product_detail.php?id=1279189372
http://www.koikei.com/upload_pic/resize_01289124054.jpg