Depends on when you arrive. Once or twice an hour you have the airport bus directly to Darmstadt. If you just missed it you can take a train to Frankfurt Hbf (main station) and witch to a train to Darmstadt. Costs are 8 euros and a bit. If you're traveling with public transport you should download the Deutsch Bahn app. It will tell you the quickest route at any specific time.

 
 2)Im planning to visit fkk for 3 nights.  Im staying near Shark.  The plan is to go to shark the first night.  Oasis the second and back to shrk to cap it off before flying out.  Should i do that or is oasis better than sharks to go twice.  

I would say the consensus is that Sharks is the better option, but personally I've had better times in Oase lately. Both will be fine in March. I'd say, see which one you like best. An additional piece of relevant information: on wednesday entry in Sharks is just 50 euros, which brings in many customers and a correspondingly high number of girls. It is like a weekend day.

 3) what are the best time to go if im there Mon, Tue, and Wed?  

These are not the best days. To be precise, some of the worst days to go clubbing. Tuesday is dessous day in Sharks, so the girls will not be nude but wearing bikini's or something like that. In Sharks I'd think the line up will slowly get up to steam from 3pm onwards. Oase works with shifts, so there will be some girls working in the early shift (many good performers), but most girls come in from 5pm onwards. Wednesday in Sharks will be fairly busy, fairly early.

 4) whats the best way to go to oasis from Darmastadt?  

Take a train or S bahn to Frankfurt Hbf and then switch to S5 to friedrichsdorf. There will be cabs at the station that can bring you to the club for about 15 euros (or a bit less).  

 5)Is it safe to travel near both locations if I stay till late at night?

Absolutely not an issue.  
 
 Any insights would be helpful...