Markie has said it! The only problem I had with transit is that getting the new boarding pass can be v. slow because there is no dedicated BA desk! There is only a general desk for all transitting passengers. I actually tried to go to the lounge to get my boarding pass but they said I had to go back to the transfer desk. I couldn't get the boarding pass issued in LHR for the DXB-LHR portion for some reason.

Some people actually go through immigration because it is quicker. Do a search in the OneWorld forum. They have discussed this in the past.