Ngaire - most are convenient to the Gatwick train. Heathrow comes in at Paddington; not so many of these are close by. Fred put us on to the paddington hilton - it's a lovely hotel & right next to the paddington station.

If you are talking about the Piccadilly subway line from Heathrow, then any on the Glouster Road/knightsbridge/hyde park/green park stops are close by. Problem is hauling your luggage up stairs (ex. for Glouster Road and Green Park) at the subway stops

Millenium Knightsbridge is a great location. I checked it out a few years ago and found the beds too soft for my liking. Millenium Glouster and Baileys are better .. but now are more expensive. Of course, if Millenium Knightsbridge has refurbished, perhaps the beds are a different comfort level

Cheers, Anne