From those two, your route options are probably twofold. You could go directly into Victoria (on Southern) and then two tube stops to South Ken or you can still take SWR and swap to the District at Wimbledon in the same way as above.
From Leatherhead, the Victoria journey looks to be about an hour with the Wimbledon run being half that but you make up the difference in the longer trip on the tube.
Pricewise, Wimbledon is still cheaper I think (£12.30 + £3.70j as opposed to Victoria (£17.70 + £2.80) although I’m treading on Mike’s toes on his site and he probably has a better handle on all this.
Dorking is just further down the same line so the price difference should be similar on both routes. I haven’t checked yet.