Itinerary Opinions. Heathrow to Windsor to Bath? Or Heathrow to Bath, then Windsor??

I would take a Heathrow Express or Connect into Paddington London. From there catch a train to Slough and Windsor. Look around Windsor a couple of hours, then return to Slough and on to Bath. If you get a rental car in Bath you can return it there before taking the train into London. Or, if you want to head to your hotel in Bath first to drop off your luggage, you could do that and look around Bath while walking off jet lag. Pick up the rental car in a day or two, tour around then end up in Windsor to drop off the car. The second plan does a better job of handling the luggage and saves money on that expensive Bath-London train. The first plan saves a change of hotels for a night in Windsor. You could spend the extra night in Bath.

Personally we wouldn't try to see Windsor Castle on the day of arrival. If your flight does arrive on time (and it may very well be late) you will still have to go through the immigration process, retrieve you luggage, and then travel to the hotel there and then the castle. That might not leave very much time for the castle itself -- not to mention the fact that you might not be in the best condition sleep wise to enjoy it. Regardless of whether you stay in Windsor or Bath at the beginning, with four of you it might be just as economical to use a private car service. You'll just have to compare the cost of the trains for four of you to the car service price. In addition to the cost factor, after a long flight, some jet lag, not being familiar with the area, and perhaps not being familiar with the train system / routing, there is nothing better than having your private driver meet you inside the terminal and whisk you to your hotel. It may or may not be the cheapest way, but it is definitely the best. We've used one based in Bath if you are interested in going that route.

From Heathrow you could either take the bus or taxi to Slough train station (7 miles from Heathrow), there is absolutely no reason to take the train to London, then back out to Slough. From Slough you can take the train to Bath, you will have to change in Reading, it's an 1 hr 22 minute trip. Pick up a car in Bath, sightsee, returning it by Heathrow then go into Windsor, then into London.

My advice would be to go to Windsor for the first night, then 2 nights in Bath.
The key is where and when you rent a car.
1 Rent at Heathrow, then drive to Windsor ( only about 10 miles ). It could easily be 4:00 pm by the time you are settled into your hotel. Then walk around Eton and see the college or Windsor Great Park or Runnymeade ( you would have to drive but only a couple of miles ).
Next morning you are all set, have your first English breakfast and see the castle in the morning. Then drive to Bath, stopping at Stonehenge and Avebury.
If you have more stamina than me you could do an evening tour.
Next day see the sights in Bath, walking tour, baths etc.
Last day drive through the Cotswolds and drop the car at Heathrow and tube into London.
2 Rent in Windsor. I would book a mini cab in advance from a Windsor company ( as Windsor is outside London, black cabs can refuse you and you have to negotiate a price ). There is a local bus route but may be a hassle to find. It would be much quicker and probably not much more expensive to book a mini cab plus it will go directly to your hotel or car rental company.
Then same trip as above but drop off the car in Windsor.
3. I wouldn't recommend waiting until Bath to rent as you would need to find luggage storage when you visit the castle, get to the train station, the trip to Bath is not long but requires 2 changes of trains, then get to accommodation and car rental in Bath.
Unless the rental in Windsor is much cheaper, I would go with the rental at Heathrow.
Hope this helps.

Thank you SO much for all the input. I think the idea of staying one night in Windsor is a great one. Then on to Stonehenge, then Bath. It's so difficult to decide what we REALLY want to do, with only a weeks time.

Thanks again!