yeah, the heathrow express is pretty pricey, but it's reliable and much much quicker than the tube - i think it only takes about 15 minutes, whereas the tube ride from central london to heathrow takes about an hour.
i know you've already bought your ticket, so this probably isn't much help (sorry!), but in the past i've used the express from paddington on the way to heathrow and the tube on the way home - cos generally, you're not on a tight schedule when you get off your flight.