I came down on the Harlem line and switched to a Hudson line Metro Morth train at 125th. Easy as pie. Maybe a 5 minute wait, and if you have a ticket to GCS, it covers the fare.
The issue with taking Metro North is getting back. There is a train that leaves for Harlem around 25 minutes after the game ends, which is a little tight. If you miss that, you have to wait another 20 minutes.