I've yet to try the Plaza Premium arrivals lounge in T2, but between T3 and T4, I'd say the T4 arrivals lounge wins hands-down

When transferring terminals at Heathrow, there are some small somewhat hidden signs about being able to go to T3 to use paid-for lounges. I was half expecting to see T2 and T4 added to those signs when they both got paid lounges, but I haven't seen any change yet so possibly the security / exit from airside to transfer setup at the other terminals means it's just too complicated.