It all depends on which terminal you are flying into, the terminals at Heathrow are miles apart.
At Terminal 4 is the Hilton and at Terminal 5 is the Sofitel, these are several miles apart.
In the central area of the airport are Terminals 1,2 and 3 where there are no hotels, (you can't even walk out of the airport from these).
The Hilton and Sofitel are normally easly the most expensive hotels on the airport. There are special buses called Hoppa Buses that go to most hotels but are expensive, 4 GBP ($US6) per person each way. About half of the hotels have free public buses passing their doors to the Central area / Terminal 5.
See: www.londontoolkit.com/travel/heathrow_hotels.htm