Update Sunday
Gladys Berejiklian was so worried about the outcome in the seat of Heathcote she called Liberal candidate Lee Evans "every night".
"Gladys said, 'If we lose Heathcote, we lose the election," Mr Evans told jubilant supporters on Saturday night.
"I said, 'Don't worry, I've got your back covered'.
"She said, 'No pressure".
The Liberals made a clean sweep of the four seats covering the shire as voters gave the Coalition a third term in government in NSW.
The results in the shire when vote counting finished on Saturday night were:
- Heathcote - Mr Evans won 54.9 per cent of the vote, two-party preferred, with a swing of just 2.7 per cent swing against him.
- Miranda - Eleni Petinos gained a swing to the Liberal Party of 1.9 per cent, two-party preferred, gaining 64.8 per cent of the vote.
- Cronulla - Mark Speakman won 70.4 per cent of the vote, two party preferred, with a swing against him of just 0.5 per cent.
- Holsworthy - there was a swing of 2.6 per cent against Liberal Melanie Gibbons, who still won 54.1 per cent of the vote.
The Liberal candidates celebrated with their polling booth volunteers and other supporters at Doltone House, Sylvania Waters.
Earlier
9pm Saturday: The Liberals are celebrating a big win in the shire.
In Heathcote, with more than 60 per cent of the vote counted, Liberal Lee Evans has 55.4 per cent of the vote after a swing of 2.2 per cent two-party preferred against him
In Miranda, with 50 per cent of the vote counted, Liberal Eleni Petinos has 65 per cent of the vote, gaining a swing of 2.3 per cent. The Labor primary vote dropped 2.6 per cent, with One Nation candidate Gaye Cameron polling 6.5 per cent of the vote.
In Cronulla, Mark Speakman maintained his margin and may have even gained a swing to the Liberal Party.
8.30pm: The Liberal Party looks certain to retain all four seats covering Sutherland Shire.
State-wide, the Berejiklian government will be returned, but whether it will be a majority or Liberal government is still to be determined
.
Heathcote was the only seat in doubt in the shire but Liberal Lee Evans' position has improved.
With nearly 38 per cent of the vote counted, the Liberals had 58 per cent of the vote two-party preferred.
8.05pm: The Liberal Party looks likely to retain the seat of Holsworthy, which includes the western fringe of Sutherland Shire.
With 8.6 per cent of the vote counted, Melanie Gibbons was in a strong position despite a 3.6 per cent against the Liberals two-party preferred.
8pm: Jen Armstrong says she's not ready to give up, but the numbers are not looking good for Labor in Miranda.
"I think we fought a very good, clean fight," she said.
"No matter what the outcome, I am very proud of my volunteers and the support from the community and the opportunity to meet new community groups and individuals.
"It just makes me want to be involved in this area at a deeper level.
"Being in Sutherland Shire is always going to be hard but it doesn't mean I am giving up."
7.45pm: Liberal Lee Evans has a fight on his hands in Heathcote, with a 6.7 per cent swing against the Liberal Party two-party preferred after nine per cent of the vote is counted.
Mr Evans's margin is 6.7 per cent
7.20pm: Very early result are promising for the Liberals in the seats of Heathcote and Miranda.
Only a small number of votes have been counted, but there is no indication of the swing needed for Labor to win the seats.
Labor polling booth volunteers and other supporters have gathered at Tradies Gymea while the Liberals are at Doltone House.
In Cronulla, very early results show a swing to sitting Liberal Mark Speakman.
5.30pm: Going out on a limb a bit soon? Nine calls it early
Gladys Berejiklian is set to be returned as NSW premier, but her Liberal/National coalition government will lose its majority, a Nine/Galaxy Exit poll indicates.
The poll of marginal seats shows a swing to Labor of 2.3 per cent, but it's not enough for it to win the 47 seats needed to form a majority government the 93-seat parliament.
The exit poll shows a 50/50 two-party preferred split, with the Berejiklian government losing six of its 52 seats.
Two of those would be in Sydney, while the other four are in regional NSW.
Labor needs to pick up 13 seats to clinch an outright majority, but the exit poll indicates that is unlikely.
Voting booths close at 6pm.
AAP
5.20pm: Here's a bit of a recap of what has happened earlier in the day.
Neither Gladys Berejiklian and Michael Daley was willing to say who will win the day as they cast their votes.
Ms Berejiklian has conceded the NSW election will be tight as she seeks to become the state's first ever popularly-elected female premier.
Many pundits are predicting a hung parliament, which would force either the coalition or Labor to negotiate with independents and minor parties to form government.
"It is going to be a tight race but it is up to the people of NSW to decide," the NSW premier told a pack of media after casting her vote at Willoughby Public School.
"I hope they will decide to allow my government to continue to take NSW forward and provide a strong budget, a strong economy and not allow us to go backwards.
"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."
In a last-minute pitch to voters, Ms Berejiklian said: "We will provide the infrastructure but also pushed down the cost of living pressures."
The Liberal-Nationals hold 52 seats in the lower house but Ms Berejiklian will need to only lose six seats to relinquish her majority.
Labor will need to pick up 13 seats to clinch an outright majority in the 93-seat chamber.
Mr Daley started his day with a meat pie and strawberry milk at a Matraville pie shop - a tradition since he ran for local council in 1995.
"This is the day the people of NSW get to take their lives back after eight years of a chaotic government that has taken them for granted," he told reporters.
Mr Daley said if elected he will "not spend money on wasteful stadiums" and instead invest in schools and hospitals.
Also:
- More than 1.3 people voted early, either in person, via mail or through iVote online. Some reported issues with the iVote system on Friday and into Saturday, but the NSW Electoral Commission said it had not impacted voting.
- Betting agency Sportsbet has the coalition at odds of $1.38 to return to power, while Labor's chances had blown out to $3.
Update
Prime Minister Scott Morrison visited the voting centre at St Catherine Laboure Primary School, Gymea, to support Liberal candidates Eleni Petinos and Mark Speakman.
Mr Morrison chatted with a number of voters , several of whom told "you are doing a good job - keep it up".
The Prime Minister left to visit another polling booth and was then expected to head for "Shark Park" to see the NRL game.
Earlier
P&C barbecues and cake stalls were doing a brisk trade as Sutherland Shire residents went to the polls to help decide who will govern NSW for the next four years.
Polling booths opened at 8am and will close at 6pm.
The Leader will provide regular updates as counting of votes takes place.
There was a festive spirit at some of the centres visited by the Leader, with party volunteers enjoying mostly friendly rivalry with the opposition.
With many families resuming junior sport, it was a bit of a rush fitting voting into their commitments.
Heathcote and Holsworthy electorates are the seats where Labor has a chance of breaking the Liberal stranglehold on the shire.
Gladys Berejiklian and Michael Daley each visited Heathcote election several times during the campaign.