For me it's either Tube or Heathrow Express depending on :-
A. How quickly I need to get to where I'm going.
B. Where abouts in London I'm actually going to.
Not actually that often I do travel in Central London from LHR
though, normally use my local train station.
You can always take the Bus number 140 to Hayes and Harlington Station and then get a train to Paddington from there - much cheaper than the HEx, juts depends if you can be bothered with the @rsing about.
"She Rolls, 45 knots, 90, 135, nose comes up to 20 degrees, she's airborne - She flies, Concorde Flies"