A thousand thanks for this informative thread. We will be staying at a 5-minute's walk from Paddington, so I'd really like to take the Heathrow Express. Even so I'm slightly worried about the wisdom of doing it with three suitcases, three knapsacks, two shoulder bags, and one 6-year-old child.

Whatever we decide for the outbound trip, we still have to figure out how to get from Waterloo to our apartment when we arrive via Eurostar. I think we'll probably opt for a taxi -- looks like otherwise we have to deal with two tube lines or a bus, and I can't imagine either of those is going to be fun with all our luggage.