In Chicago, I only know the VERY special get special treatment - Oprah and MJ come to mind. I saw once they let MJ enter through a special area and drove him to the plane where he entered right on. I could totally understand the security concerns for those (if you have ever seen Airport - the show about LHR - then you might have seen the episode with the leaders of Jordan goign to a private building where VVVIPs go.
99.999% of celeb just deal with the airport like the rest of us. If you know the system then its not the end of the world.
Gary