Pricing of Transportation in Shenzhen

I would like to travel there from Hong Kong. Is it better to take train to Luohu?
After arrive to SZ, is it cheaper to take subway, taxi or other transport mode (a group of 4) if we would like to visit WOW and Splendid China.
Also, is WOW & Splendid China near to each other. Is there a special rate if we like to visit both?
Thank you!