They're not designed for tourists, and Penn Station has all the ambience of a shoebox, but at least the connection from AirTrain to LIRR is seamless; find out which platform has the first train departing from Penn (always something around) and then take 1 elevator. You'll have to stand near the door with your lugggage though.
The real issue is that tourists just go "oh I should use the subway", partially because the LIRR doesn't obviously say it's going to Manhattan in the Jamaica terminal, partially because people are way more familiar with the subway, and partially because the fare is much lower (~$7 lower during peak hours). That connection is bad.