Thanks for your comments. I have just heard from Rail Europe where I have previously bought train tickets for France and Germany travel. They indicated that we can take the Underground (the Tube) directly from Heathrow to Kings Cross station in London where we can then pick up the train to Edinburgh. It sounds like a fun alternative - zipping through the English & Scottish countryside in the comfort of the train. However, money and convenience are always a factor. Still, planning the trip is half the fun.