Getting there & around
If you are going to start at Sandiaoling, catch a direct train from Taipei, though note there are usually only two or three in the morning hours. If you are going to any other stop, first take a train to Ruifang (fast/slow train NT80/62, 40/50 minutes, every 30 minutes) and then transfer to the Pingxi line on the same platform. All-day train passes cost NT50 and give you a discount on admission to the Shifen Waterfall.
Alternatively, you can catch a bus from Muzha MRT station. From the station walk south to the main road and cross the street to catch bus 16. At the time of writing the buses came by around 7.30am, 8.20am and 9.45am every day (NT45). For the return schedule check the bus stop signs in Pingxi. If you have three or four people in your group, consider taking a 30-minute taxi ride (approximately NT450) from Muzha MRT.
Every sight listed along the Pingxi Branch Rail Line can be reached easily on foot from the various stations. The track is only 12km long and trains only come by every hour or so, so it is possible to walk part or all of it. There are a few tunnels – be extremely careful going through these – but if you carry a torch and a schedule of the trains, you should be fine. If you do hear a train coming, note that there are special alcoves built into the tunnel walls for you to squeeze into.