I stayed here for a weekend and enjoyed just hanging out using the facilities in the hotel. They have go-karts and a bowling alley!! They also have a good dim sum restaurant that is pretty cheap. There is also a pretty good indian restaurant over the road as well. And you can easily get a taxi into town. There is also a cool bar street, but cant really remember how to get there!! Its a good place for a weekend away, if you just wanna kick back!!
Zhuhai is no tourist destination; it's clean and even to some degree "green" (compared to CHinese monstery cities) but it lacks purpose, cachet, flavour. It's a bit like Shenzhen but nicer because it's less crowded and more spacious.
From ZHUHAI you can make day trips to Kaiping (to see those diaolous that returning Chiense emigrants built using western designs). You can wander around town but you will quickly be bored.
Avoid the underground shopping mall near the Customshouse! You get ripped off, and foreigners are often heckled.