Cheapest - Path to Hoboken and NJ Transit. Last time I did it though leaving kinda sucked and for some reason there were no trains to Hoboken from Secaucus +/- 40 minutes of the end of the game. So you either have to leave early or wait at Secaucus for a while.

I'd put Uber/Driving at the same level, cost aside. When you are sitting in traffic at the end of the game you won't be thinking about cost.

Personally, I'd take the train there from Hoboken to get to the game and then on the way back take the train to Secaucus and then Uber from there.