A sausage sandwich or cupcakes?

Ms Berejiklian, who is vying to become the first woman to win a NSW election, considered her choices at Willoughby Public School before eventually settling on a $20 box of cupcakes.

"My staff will love them," she told a cake stall volunteer shortly after casting her vote on Saturday morning.

The premier is in no danger of losing her seat, which she holds by a 24.5 per cent margin.

But her hold on government is far weaker, with polls suggesting the Liberal-National coalition will lose its six-seat majority.

The premier said she hadn't yet considered what she'll do if forced to seek support from independents and other crossbenchers to form government.

"All I've been focusing on is continuing to deliver for the people of this great state," Ms Berejiklian told reporters at the school.

"Is there more we could have done? Of course there is, but ... I know (NSW) will be much better off if they choose to vote Liberals and Nationals today."

A Keep Sydney Open representative heckled Ms Berejiklian about lockout laws as she approached the crowded entrance to the voting centre.

"Unlock this city, Gladys!" he yelled.

The premier later visited the seat of Heathcote and the ultra-marginal electorate of East Hills, where she and Liberal candidate Wendy Lindsay sunk their teeth into sausage sandwiches.

She also went to a number of voting centres in the marginal seat of Penrith with MP and Minister for Western Sydney Stuart Ayres.

Mr Ayres - who holds a narrow 6.2 per cent margin - is up against local councillor and Labor candidate Karen McKeown.

The coalition government is trying to win its third straight election while Ms Berejiklian is seeking to become NSW's first female premier elected in her own right - having replaced Mike Baird in 2017.

Former Labor premier Kristina Keneally never won an election.

Queenslanders Anna Bligh and Annastacia Palaszczuk are the only women who have won either a state or federal election in Australia.

Australian Associated Press