Originally Posted by
RoseFPS
It's more cost effective than taking the Heathrow Express into Paddington, then the train from there, but the HEX will probably be more comfortable.
I certainly wouldn't be worrying about cost. Make sure LH (or whoever ticketed it) picks up the tab for HEX and train to Bristol. First class for both, being the equivalent of J.
Even if they offered to pay for a taxi from LCY to Paddington I would still prefer LHR followed by HEX.