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Because we do not want to drive after flying from the US, we have decided to train from Heathrow to Bedford. This option, while more expensive and timely, puts us more at ease than worrying about driving when tired and jet lagged. However, we want to try to economize as much as possible and would like to buy advance train tickets in order to save some money.

Here is my dilemma:

I went onto the National Rail UK site and looked up the train tickets from Heathrow on the Underground that will take us to Bedford via a change in trains at St. Pancras.
For the four of us (3 adults, 1 child), the cost is £33.25. If I price the tickets separately from Heathrow to St. Pancras and from there to Bedford it comes to £17.50 and £14.

Here lies my problem- I went to purchase the tickets from Heathrow to Bedford for the £33.25 and when it got near the end on how to get my tickets, the choices were (are) to pick up at a station ticket machine, post or next day post but both only within the UK. I was going to choose to pick up at ticket machine at Heathrow but it doesn't show as having any machines there. Is there somewhere else to pick them up there or another way?

If no,t and I end up getting my tickets (in advance) for the St. Pancras- Bedford portion (since there are machines at St. Pancras), about what time should I pick to leave St. Pancras? My flight is due to arrive at Heathrow at 8:35am.

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