It depends on what you want the macro for . . .
For filtration, I like chaetomorpha as mentioned above. It grows quickly, filters the water well, and while it has a tendency to break if handled, is just fine in a refugium.
For looks, I like dragon's breath and gracilaria (and am trying to grow some blue Hypnea in my refugium). They don't grow as quickly as chaeto, but they are nice display macroalgae. For a sumpless system, a bunch of dragon's breath and gracilaria would work decently well for nutrient export.
I hate Caulerpa - I tried it a decade ago, and once it grows past a certain size it disintegrates into spores and seeds the entire tank; when that grows, it wipes your tank out. The water was clear and my tang certainly seemed happy, but I lost all of my coral. Never again.