It depends where you are coming from. If you are coming from The Wirral (this serves North Wales also) you will arrive via the underground and your best bet would be James Street. Turn left out of the station and walk up the hill and past the Victoria monument, Liverpool One will be on your right. You could also get off at Central and walk through Clayton Square and Church St (M&S, Next, Primark to name a few) to Liverpool One.
Central is also the best station for trains from Southport.
Most other regions go to Lime Street. From here you would be best to come out at the front of the station, cross over the road and walk through Williamson Square and Whitechapel to reach Liverpool One.
Hope this helps.
Source(s):
Liverpool resident