Congratulations on your trip to Europe. At Heathrow, both coming and going, you will be subject to a TSA-style security check but not customs or immigration. You will not see your checked baggage at LHR; it transfers without your involvement. Your Customs encounter will be (and, generally, is always) in your arrival country. NCE on the way out, ORD on the way home.

This doesn't apply to your upcoming trip but might be useful for future reference: when you are landing in the US, you do customs and immigration at your first arrival city, whether or not it is your final destination. If you were connecting on to OMA from ORD, you would still do customs, etc. at ORD. Most other countries do not work like this.