came back ORD to heathrow and BMI to manchester recently. Bags can be checked all the way through even though I also booked the last manchester leg at last minute on way back (couldn't face the hike into london on underground with train home!)
at heathrow, you then go through transfers line so you go through immigration but not customs.
BMI also goes out of T1 so you can either use UA lounge there (which has showers BTW) or the BMI lounge (I used both)...