Yesterday I posted a question about the The Heathrow Express but accidentally posted it in Portugal.
However I still got some good information from the wonderful members in this forum so I am going to pass on what I have learned.
If you are going to take the Heathrow Express to Paddington, you can buy it in advance for 5.50 Pounds. But you have to buy it at least 90 days in advance. You have to select a day but you can use it on any train for that particular day. You do not have to pick a time.
Otherwise you have to pay 25 Pounds, a lot of money.