The "Zhonghua Travel Service" (more evidence that the government can't spell anything correctly
: ) is located on the 40th floor of the Lippo Building. The phone number is 2525-8315.
As for money, that depends on what country your passport is from, at least for a vistor's visa.
Of course, if you have a multiple entry visa, you don't even have to leave the HK airport. When you apply, you might as well ask for one; maybe you'll get lucky, like I did.
Has anyone tried to get a visa in Macau?
--Cranky (glad I don't have to mess with visa runs any more)