My personal experience: The fastest option is Genting Limo/Taxi direct. But on weekday, the rate is RM280 (taxi abt RM200+) one way. Considering you have 4 pax, its only RM70 ea...which is very good. Takes abt 1.5 hr.
The cheaper but longer option is to take a train to KL Sentral and take the Genting coach. Or you can find you way to LCCT and take a Genting Coach. But these option will be slower and takes ~3+ hrs in total. Also bear in mind there is Coach schedule.
You can find more info in the Genting website (under "Getting There")