to Kowloon or Hong Kong depending on where you are staying. Then take a taxi or the free shuttle bus. If you are travelling with other people take a taxi. It's cheaper per person if you have two or more people to take a taxi.
I used to take the shuttle bus but it takes too long after stopping at all the hotels. Just take a taxi... they are cheaper.
Also if you do take a taxi make sure you take your hotel's address in Chinese so there is less confusion. You can keep using it while you are there for future taxi rides.
Also take as many appointment address' with you in Chinese for the drivers. This will save you a lot of headaches. I speak Mandarin (Cantonese is what they speak in HK but the taxi drivers will speak Mandarin for me) and I still have a lot of trouble getting them to understand names and buildings. Just better off giving them the address.