Why pay for it?? Take the Heathrow CONNECT for many pounds less. It's the same route, just has a few more stops along the way, but still gets you to Paddington in a reasonable amount of time. The Express is for people who don't know any better (just like the Gatwick Express, Stansted Express, etc.) and are willing to shell a lot of extra money for the convenience. Most of the time, there are trains that run the EXACT same route with only a few extra stops & you pay significantly less.