I'm transported wine from the west coast (to NYC) several times. My advice: the best is to carry it on board, especially if it's rare and/or expensive wine. Get a couple of the 3-pack carriers and plop them in the overhead.

However, some of the larger wine shops (perhaps duty free at LGW) have boxes with styrofoam inserts that work great. I know a couple stores in San Francisco that have these but have no clue about London.

Good Luck and Happy Drinking!