The Octopus Card Fare Chart can be downloaded from MTR's website:
Or directly the PDF: http://www.mtr.com.hk/chi/fares_tickets/images/OctopusFare.pdf
You can check the from->to station and find out the fee.
As far as I know, getting out and getting in back again (like exchange, but you actually do not change the line) in the Sheung Shui Station will save you some money when you travel from Lo Wu/Lok Ma Chau to the city.
Lok Ma Chau -> Kowloon Tong: HK$ 33.5
Lok Ma Chau -> Sheung Shui: HK$ 21.0
Sheung Shui -> Kowloon Tong: HK$ 8.9
Save: HK$ 3.6
Not that much, but it indeed saves a little.