Ground service from Heathrow to Cotswolds

Getting from Heathrow to the SW Cotswolds isn't easy and you've understood the options more or less accurately.

The only proviso is about what you're going to do after the walk. If you're planning on going into London, you might find it easier and cheaper to get a return ("roundtrip" in the odder dialects) train ticket from London to Cheltenham, and get the Railair bus to Reading from Heathrow to catch it.

There aren't that many buses to Cheltenham, so your idea of pre-booking certainly gives you peace of mind. Buses out of Heathrow do get full sometimes.

At this point my expertise stops. I THINK National Express will let you on an earlier bus if there's space, but the buses I use are all walk-up ones and others will no doubt confirm this.

The National Express coach should definitely be booked as it can get filled up quite quickly. I believe that if you have a pre-booked ticket and there is room on an earlier coach they will let you travel.

It will take 2-3 hours, but it does have the advantage of taking you directly into Cheltenham Bus Station. From here you can get a bus to Winchcombe. As far as I can tell it is the 606 (final stop Willersley), run by Castleways www.castleways.co.uk +44 1242 602949 It should take around half an hour.

If you take the train to Cheltenham, bear in mind the station is around a mile from the centre of Cheltenham and the bus station. A taxi from one to the other is about £4-5 and there is a bus stop outside the station, though I don't know how often the buses run from here into town. You should be able to find this out on www.stagecoachbus.com/cheltenham/

Winchcombe is only 8 miles from Cheltenham, so a taxi shouldn't be much more than £20.

Buses from Cheltenham to Winchcombe are run by Castleways. It's route 606 (Cheltenham to Willersey) and the timetable is here:
http://ww3.gloucestershire.gov.uk/Bustimes/Cotswold.htm

www.transportdirect.info shows various connections from Heathrow to Winchcombe, but the National Express bus via Cheltenham seems the simplest. By train, an alternative to the train via Paddington would be the direct bus from Heathrow to Reading where you can join the London-Cheltenham train.

yes I have used my coach ticket for an earlier coach before with national express.
I think that providing the coach is not already booked with passengers for that coach time you will be fine.

Thank you all for your input. I will reserve rount trip coach service from Heathrow. We are returning to the USA directly after this long weekend in the countryside. If we are lucky to get out of the airport quickly it's good to know that there is a chance of getting on an earlier bus to Cheltenham.