lov2travel .. the train you were on
IS the subway here!! 
We have no such seperate thing. The line coming thru airport has come from way outta town, and simply got diverted past airport recently, and connects to city, and then to wherever the mostly above ground rail suburban system goes.
A roll on bag is the way to do it, but a couple heavy suitcases and you'd be pushing it. And it (train) stops a fair way from Sheraton and Westin to drag cases when you do not know Sydney.