We all know London is expensive. However, it didn't truly sink in until we arrived and proceeded to purchase our tickets from Heathrow to Paddington Station.
There are three train options for transport from Heathrow to downtown London. The cheapest is the Tube for approximately £4 one way, but it takes around an hour (on a good day). The middle option is the Heathrow Connect for £17.80 round trip, which takes 30 minutes. And, the quickest and most expensive option is the Heathrow Express which takes you direct from the airport to Paddington Station in 15 minutes for £34.00 round trip.
We opted for the Heathrow Connect and purchased our tickets from a kiosk inside the airport (buying on board will cost a bit extra). When we arrived at the station the timetable screen said the next Heathrow Connect wouldn't arrive for more than 30 minutes! We were exhausted and desperately wanted to get to our hotel as our stay in London was short. Seconds after arriving, a Heathrow Express train pulled into the station and we impulsively jumped on to ask the conductor if we could upgrade our tickets. The answer was yes, for £20 each (one way). At this point the doors closed and we were moving.
Our total for this one leg was £28.90 - that's £11.90 more than if we had just purchased the Heathrow Express ticket to begin with. Needless to say, we stuck with our original plan for the return trip.
Here's my recommendation. If you have time to spare on arrival, opt for the Heathrow Connect and wait the 30 minutes if needed - use your saved money for a nice breakfast. But if you're short on time splurge for the Heathrow Express ticket before boarding.