You should take heed of your doctor's advice. -- Okay, but perhaps a bit formal.
You should give heed to your doctor's advice. -- Do we say "give heed" when you mean "take heed"? This is not an expression I use much.
You should heed to your doctor's advice. -- No - "heed to" sounds completley wrong.
You should heed your doctor's advice. -- Okay.
Could you please comment on the naturalness of these sentences? What's natural to me is "You should listen to your doctor!"