Much of the current station dates back to 1854, having been designed by Isambard Kingdom Brunel. Engineering geeks would want to note that the glazed roof is supported by wrought iron arches in three spans, respectively spanning 68ft, 102ft and 70ft. The roof is 699ft long, and the original roof spans had two transepts connecting the three spans.
Trains from Paddington serve Stroud, Bristol, Bath, Gloucester, Worcester, Hereford, Exeter and Penzance, Newport, Cardiff and Swansea and various destinations in the Thames Valley, including Heathrow. Paddington was also the starting place of the world's first underground trains which began its services to the City in 1863. It's well worth a visit on its own, even when you're not catching a train, simply to admire it in itself.
For more information, visit http://en.wikipedia.org/wiki/Paddington_station