The Piccadilly line goes to LHR, and though it's only 4 Pounds it takes an hour with no delays. And an hour on the tube ain't so hot. Buy the oyster card(as said above)
The Express is not part of the tube system and it's a nice, fast ride, but every day would get pricey.
It's between 14 and 18 pounds each way depending on where you buy your ticket.
The bus is the cheapest and slowest method, like a pound or two, but takes well over an hour and I've sat on that thing in nasty traffic before.