Following up on the earlier discussion about 3 SIMs at W.H. Smith at LHR:
The W.H. Smiths in the arrivals halls do carry them, but they're apparently pretty popular. I ended up checking 2 different stores (one in T3, one in T5), and while they both had a spot for them, they were sold out. Granted, it was a Sunday morning, so they may not have been restocked over the weekend. But either way, they were completely out.
I ended up having to go grab something at the W.H. Smith in Victoria Station later that day, and found them sitting right in front of me. Bought them there, along with top-ups for each. Pretty simple. We did later see them at several other convenience stores during the trip.