I take it you'd have luggage with you. Trust me; you don't want to be walking the 2 or so miles from Amesbury and trying to cross the very (for 'very, read 'VERY') busy A303. Nor would you be able to stash your bags whilst wandering around Stonehenge.
Having said that, you *could* catch the RailAir link from Heathrow to Woking, then train to Salisbury. Hoho tourist bus to Stonehenge and back *
and then train to Plymouth with a change of train at Exeter St David's.
What you do with your luggage, I don't know.
*A taxi from Salisbury to and from Stonehenge and wait for you would cost about £45. You may find this works out cheaper than the Hoho bus if there are 4 or more or you, or just for ease of convenience.