I'd always try and check in online - and the earlier the better. If they know earlier that you're definitely intending to be on the flight it may help avoid issues later.

In a bit of a nod to a thread a bit further down about how BA wins because of direct flights, I'm not sure I'd be electing to take an indirect flight when direct options are available just to get an exit row seat on a short haul feeder flight. Especially not one that connects via Heathrow.