Travelling from Macau to Hong Kong

Travellers know that the fastest way to get from Macau to Hong Kong and vice versa would be to go by ferry. Being my first time to go, I had asked my husband's cousin, Richard, which among the ferries that ply that route would be the best. But instead of choosing between these, I was told that we have to use both. According to him, going to kowloon, we should take FIRST FERRY. From kowloon to hongkong side, we should take JETFOIL. I'm guessing that going back to Macau or Zhuhai from Hong Kong, we should still take first Ferry. I wonder why he hasn't recommended the turbojet? Is it more expensive or is it a matter of getting better service? Hmmmm... I'll let you guys know when I get back.