I have not been to all the saunas in Macau, but of the ones I've visited, Rio has the best looking girls and has the best atmosphere/decor. It is very high-end and luxurious feel. I am like you, small price differences does not matter to me as much, and I would rather go all out and have a good time. It's a punting vacation after all!
Lots of punters are down on Macau because of price and perceived value, but I still enjoy these saunas and seeing a lineup of HOT women right in front of you to pick to F*ck immediately. I'm like a kid in a candy store
The availability of casinos, great shows, great food, and high end hotels makes Macau a great overall experience.