According to the Smith Barney Macau Gaming Cheatsheet, slots made up only 0.83% of gaming revenue in Macau in 2003. This is in contrast to Las Vegas, where slots account for more than 50% of gaming revenue.
There is a positive correlation in Macau between the age of the casino and the age of the slots. Modern casinos like the Wynn and Crown have the latest slots. The older casinos have older games, from a wide variety of slot makers. Unlike the U.S. where IGT is the big fish, in Macao Aristrocrat seems to be the dominant slot maker. The newer casinos tend to have a high percentage of video slots, while the older casinos have more stepper (electro-mechanical) slots.
I have no idea what return the slots are set to in Macau. However, I can say what little video poker exists in Macau, is very stingy. In Las Vegas there is a strong correlation between the looseness of slots and video poker in any given property, and it would not surprise me if the same were true in Macau. Most casinos do have a player card program, although the brochures were in Chinese, so I can't speak to the benefits.
My advice is that if you are going to play slots in Macau, take it easy, or better yet, switch to table games.
For more information on slots, please visit my companion site, Wizard of Odds.