Go to Hong Kong on the Airport Express train. Forget the other stuff. Here's how
1.) Get off plane, clear immigration, get bags, walk through customs. Duh.
2.) Once you exit the customs area: Walk towards massive sign that says "Trains to City". You can buy tix at the automated thing there or with the person sitting in the booth under the massive sign. Impossible to miss both tix and where the train is, because both are on the exact same level as where you walk out of customs and you're staring right at them both.
3.) Get on the train. It comes every 12 minutes, takes 24 minutes to downtown. Runs like clockwork. Hong Kong (downtown) is the very last stop on the train. Same going back to the airport - leaves every 12 minutes like clockwork, takes 24 minutes.
You will understand how simple it is when you do it, they make it easy.
Note you can actually buy train tix right as you're exiting the customs area (you have your bags and you're "clear", but you haven't walked out into the masses of people at the arrival halls yet). Sometimes people freak out and figure they MUST buy their tix there as they're exiting (a realistic assumption if it's the first time to HKG, given how ridiculous many other cities/countries are with figuring out how to get into town), but it's not the case - you just walk out into the arrivals hall and you can see the massive sign and buy all the tickets you need.
If you purchase one-ways it's $100HKD each way, but you can buy a round-trip ticket for $180.