It is a fair question that can cause confusion to some people, but to me the answer is quite simple: whether to live or to visit, HK i my number one choice from any of these city/countries.
Singapore is modern, clean and well planned. Macau has a bit of that plus the old quarter and the casinos. But HK has energy, architechture, a walkable harbour, excellent public transportation, great food and shopping, nature, trees, skyscrapers…it has a bit of everything. It is much larger too and if that is not enough HK is cheaper than Macau or Singapore. Because of all this I make Hong Kong my number one choice by far, hands down.