New expat here. Just moved to London from NYC. Can't say that I got any type of sweet deal other than a cost of living adjustment about 1 1/2 - 2 times that given to friends at peer firms. Of course, if I ever got out of the office, I'd be able to enjoy that added income!
And yes, the tax situation totally blows. I think I'll save a little bit off of what I was paying as an NYC resident, but other than that, paying both the UK and the US sucks.