I actually did LHR-LAS (BA, J), LAS-SFO (VX, F) and SFO-LHR (BA, J) only last month. Was a good way of doing it, especially as you can fit in 2 days in SF on the way back and stay at the excellent Mark Hopkins IC.

VX F was an interesting experience and also, the BA lounge at SFO is one of the best I think, with direct boarding from the lounge to the aircraft.