Just to post a clarification:

The liquids check is made when you pass through security into the departure lounge area.
You are free to buy liquids there before boarding.

I post this clarification because there are some airports (TXL springs to mind) where security happens at the gate, hence there is no real shopping oportunity in the security cleared area for many flights.

Obvioulsy, if connecting as part of your journey, check the rules for any connection points. It would be a shame to have to through things away you have bought after LHR secrutiy.