Heathrow for car rental

It’s only a couple minute drive to get to the M4 or M25 and well marked. You can take the M4 to Swindon, then head north at exit 15 (A419) towards Cirencester, or take the M25 towards Oxford. Just depends where in the Cotswolds you’re headed which route you take.

Would it be better to ride train to outside London and pick up car there.

Both rail routes from Heathrow go into London only (Heathrow Express to Paddington station and underground Piccadilly line), any train to a destination outside London requires doubling back.
The alternative is a bus direct to Oxford. You could spend your first night there, see Oxford and pick up your car when you are ready to move on.

Because Heathrow on is the west side of London, it is not difficult to to navigate from there to the Cotswolds.

If you are planning to rent an automatic, recommend keeping in mind that there is likely to be a decent selection at Heathrow.
If you choose to rent an automatic outside London (for example, at Oxford), make sure that you are guaranteed an automatic that is the size you want.

Rent at Heathrow. I did 2 years ago. Hertz. Easy shuttle from your arrival at Heathrow. You then follow directions cited above depending on where you are headed in the Cotswolds.

Driving in the UK and Ireland NOT as difficult or scary as it sounds. Got my license when LBJ was in office. Learned on a clutch. If you aren't comfortable with a clutch request an automatic. No guarantee you'll get one but request one none the less. Also get the smallest car you are comfortable with. Helps when parking, negotiating the smaller roads. Having a large car wastes gas and space. If not map readers then pop for the GPS.

Since I was going to Winchcombe (not one of the villages that sees many tourists) I previewed my route via Google Satellite Map first. Wanted to visually identify where my best turn off would be from the M4. What signage I would see. Landmarks if any.

Copied down names of towns along the route so if I made a wrong turn I could stop and ask the correct way to my final destination. Made it there safely without a problem.

No problem but do know the back roads are tiny with blind corners because of hedges. Slow down, stay left and you will need to get the hang of roundabouts. Patience is the key.

Cotswolds are lovely but do try to see some towns like Winchcombe which isn't as over run as Burton on the Water. Lovely cathedral. Suedley Castle was nice to see as well. I was there near Christmas. They have a lovely night tour.

Easy town to walk about in. Sweet shops. A couple of pubs. Enjoyed a pleasant meal at the Lion Inn.

I also highly recommend driving to the Plough Inn in Ford for a meal. You won't be disappointed by the ambience nor the food.

Enjoy.

As an addition to Claudia’s post, Sudeley castle is more like a chateau or manor house than a stereotypical castle like Dover or Stirling. Cheltenham, if you pass near it, has no major sights and can be skipped.

We rented at Heathrow and drove to Bath from there. Worked out well. Just make sure you have a GPS and automatic transmission if you aren't used to driving on the left.

Thanks so much...very helpful.