In Miami there used to be a transit option where you did not have to go through immigration and customs if your orgin and destination were outside the US. I used it several times a couple of years ago (before they had the drug sting). A lot of folks were in transit then.
I much prefer going through immigration though because the facilities (restaurnts, stores, etc. ) within transit are usually terrible (unlike at LHR, SIN, HKG, etc.) in the US.