Things to experience in Hong Kong include riding the Star Ferry, riding the Peak Tram, riding the HK Tramway, walking in the markets... all of these cannot be done in a taxi or a hired van or a Grayline coach.
Go on your own with public transportation.
To/from the airport, you probably want to take the Airport Express train. You can get same-day return tickets for the same price as one-way. $100 for adult to the HK station or $90 to Kowloon. $50/$45 for kid 3-11.