Hi CdiL
One advantage of Megabus/National Express/The Airline, is that they have direct routes to many cities. As a passenger, once in your seat, you can relax until arrival at the city you're going to. In terms of comfort, I'm less of a fan, but after a long flight I could see the benefit of a simple journey.
Tickets don't need to be booked in advance, though if you can, you should get much cheaper prices. For most journeys this is perfectly ok for a tourist, however the one journey that can cause concern, is the one immediately after arriving from an international flight - pre-booking means either a risk of missing the train and having to buy another ticket, or a long wait.
York trains go from Kings Cross station, so it's a rather awkward transfer, either:
> Heathrow Express to Paddington THEN Hammersmith & City (Pink) or Circle (Yellow) tube to Kings Cross St Pancras
> Piccadilly line tube from Heathrow to Kings Cross St Pancras (Takes longer, but possibly a better option with heavy bags
Oxford has the advantage of the trains going from Paddington, so no fighting the tube with heavy bags, just a simple change of platform at Paddington
Key to the decision is how tired (or late) you expect to be on arrival. If very tired or late in the evening, then the taxi starts to make great sense. If arriving earlier in the day, and usually not too tired, then public transport is more of an option. The drive is about an hour according to Google Maps and a quick check of that site says ~ £80 unless you need a larger car. Not unreasonable I'd say.
Regards
Ian