Going around SG by train is easy too. You may pay in cash or use the EZ-Link Card. Problem is, if you need to change trains, you'll go a lot of walking which I find very tiring. Anyway, being my first time in SG, everything I went through was a challenge. And it was really fun learning the SG ways.
The train station is located at Tanjong Pagar area.
The neart Tanjong Pagar MRT station is at least a 20 mins walk.
It is only a few bus stop away from Sentosa Island.
You may catch a bus just opposite from the train station to Sentosa Island.
For train schedule and fare to Malaysia, pls check http://www.ktmb.com.my/