I can weigh in on LHR and LGW and some domestic MRs.
1. LGA-DFW-SEA-DFW-LGA -- turn was no problem. When checking me in, AC agent commented "year-end milage run, huh?"
2. JFK-SAN-JFK-SJU-JFK-SNA-JFK - turn no problem. Problems with upgrades caused me to get my boarding passes for SAN-JFK-SJU at SAN. A raised eyebrow, but that was it. No issues in SJU.
3. LGW -- did these two weekends in a row last year (or maybe the year before). Ended up with the same flight crew on the STL-LGW-STL flights -- it was fun to chat with them about MRs. Same agent at LGW Transit who remembered me, smiled and handed me my boarding pass.
4. JFK-LHR -- many times -- no problems, most seem to know mileage runs.
5. LHR-LAX -- no concept of mileage run. Made me miss an earlier connection to my final destination by 5 minutes.
6. JFK-LHR-transit-LGW-RDU-DFW-PHX (price was a factor (fare > transit cost to LGW via bus)). I got to LGW and was told by AA Security they were waiting for me. Same questions as always, thanked me for flying AA, and I was on my way.
I had considered Canada - but based on responses here, glad I never did. I would imagine ZRH and BRU would be easy based on recent real trips through.
Would consider ANC but it is seasonal on AA and not a great PPM (price per mile). Would also consider HNL but hard to find sometimes.
--Jim