The best children's playroom I have ever visited in any country in the world is "Mini Q" at Questacon in Canberra, Australia.
http://www.questacon.edu.au/
Questacon is Australia's National Science and Technology Centre. A lot of thought has been put into the design on the centre to make it educational and fun. Mini Q is for (I think) under-6's but there is also plenty of other activities for older children.
If you are thinking of a water play area, you should really look at Questacon. It is clever in that there are lots of activities, but children don't really get all that wet !
But water play is just one of the many activities, there is also a pretend bakery (complete with plastic food, money, cash register, ovens), service station, vet, baby area, building area (complete with hard hats, cute), climbing frame, space ship, underwater world, and more I'm sure I can't remember.
Please come back and tell us when you are set up, sounds like it will be worth a trip to Macau.