I'm flying from LAX to London, then on to Berlin or Copenhagen as a separate ticket. Not sure how I'm getting to the final destination-- probably BA, Ryan Air, or really, whatever's quick and convenient.

Do I clear customs completely in London, before going to the next leg? Or do I clear at the last stop? Trying to plan that short flight and wondering if I need to leave a few hours (!) buffer after landing in LHR to allow for customs time.