Unless you're planning to cross the border into mainland China,
Sheung Shui is as far as you can get on the KCR - in fact, it lies just 3km south of the border. There are no special tourist sights as such, but of all the towns in the New Territories, this is one of those least affected by modern development, and casual exploration in the Shek Wu Hui area just outside the KCR station will reward you with some great old markets full of haggling Hakka women. Sheung Shui is also linked by bus #77K to Yuen Long and Kam Tin in the west of the region.