Train from HK to GuangZhou

What is the best way to get to GZ from Hk?

I know there is a train going directly from HK to GZ but the fare is a little bit high.

If I take the KCR to Luo Hu, then catch the High Speed train to GZ from Luo Hu, is this a better options? Is their a long queue for commuters of the High Speed train to GZ at LuoHu station?