Peeeeersonally...
I'd prefer if the macro was validated entirely client-side and then sent for the server to execute it on it's own, rather than continuously sending commands, this way one could make a much bigger macro.
Hell, that'd probably be pretty great because it'd probably let them add stuff like a bigger macro size, an If statement, oh god i'd love that (because I want to make just one macro for 'self-heal' but it'd be different for each class and job)