Jeffers8 is correct about the connection. I've connected many times at LHR coming from other European cities en route to my home base in DFW and have never been charged extra taxes when the upgrade cleared. I've also not paid additional taxes at numerous other airports such as MAD, FRA, and BRU.

Because of the high premium class fees at LHR, I often use MAD and connect with IB. While MAD does not have first class lounges, I've found the Sala VIPs to be quite nice and food service satisfactory. The lounge situation isn't as good at BRU or FRA, although the new OW lounge at FRA is ok and better than leaving the secured area for the Admiral's Club.

Unfortunately, flying over on AA metal and hoping for a wide assortment of connections leaves you little option besides LHR and MAD. The other European OW carriers, Finnair and Malev, have given me good service, but I can't take AA metal direct to Budapest or Helsinki, so it is rare that they are a good option, especially for EXPs wanting to use the upgrades.