I like the fact that my annual travelcard (i.e. Network Gold Card) gets me the HEX for £10.90 and one card gets the discount for up to 4 people. The Heathrow Connect is £4.55 with this discount (less if you buy the ticket starting from the zone boundary of your travelcard).

Only drawback I believe is the discount doesn't apply to early trains (before 10am) but I usually get a hotel for a morning departure so I can get more sleep

If you don't have an annual travelcard then a Network Railcard can give you the same discount.

I find this worth mentioning as the Heathrow Express don't like to advertise this fact, they don't even sell them through their machines you have to buy them at the counter.