It's becoming a mini-activity for my travels now, visiting and ascending the tallest structures of the cities I've been to. During my stay in Macau I made it a point to go up the Macau Tower, which is the 10th highest in the world.
It is located in the heart of the city, about 15 minutes taxi ride from Cotai Strip. There is a convention center/mall built beside the tower, and the entrance is through here. After paying the entrance fee (MOP 90/HK$90), you will be ushered to the elevators that will take you to the observation decks, at 59 and 61st floors.
If you're feeling a bit adventurous, you can walk around the outer rim of the 61st floor observatory while being in a harness, or you can bungee jump from a height of 233 meters. It's the highest bungee jumping in the world, and you will get a certificate from Guiness Book of World Records if you accomplished the feat.
[pics, from top: a come-on from AJ Hackett bungee jumping, the Tower, observation deck, a mural comparing it from other towers, glass floors on the observation deck]