You have all been very helpful, Thank you !!

If you go to the Journey Planner of the London Transport site, and enter Heathrow to <b>Gloucester Road</b> departing at 11:30 PM, you will see departures at 23:30, 23:34, and 23:40 (the last Tube-only run).

As can be seen on the map I cited previously, South Kensington is a couple of blocks away.

If you're too late for the Tube, you probably won't want to use the bus, as the first trip doesn't arrive at your destination until 3:18.