Paddington to Windsor train
The quickest way to Windsor from London is via train from Paddington Station to Slough where you change trains for Windsor and Eton Central station. From the train station in Windsor, it is a very short walk to the castle. The train takes 35-40 minutes if you catch a direct train. The platforms at Slough are well marked, there is a directional sign telling you where to pick up the train for Windsor.
You can also leave from London's Waterloo station with no change but it takes over 50 minutes and it goes into Windsor and Eton Riverside Station, a 5-10 minute walk from the castle.
Unlike most other daytrips from London where the cheapest ticket is prebooked in advance at specific times, the cheapest option to Windsor always seems to be a cheap day return which you can purchase on the day of travel and gives you the flexibility of returning when you want and not having to select a return time. But you need to travel offpeak, after 9:30am during the week, no restrictions on the weekend. In January 2008, we paid £8.10 round trip per person, in July 2008 we got a group saver where 4 people travel for the price of 2 and it was £4.05 per person. In June 2011 we only needed to go one way from Waterloo, it was £8.50 one way, reduced to £7.30 by showing our travelcards.