I've noticed that I fares are very often zero-ed out to/from LGW months in advance (except the very early flights). This only started from around the beginning of 2007. My current solution is to book 2 trips at the same time - e.g. one LGW-AMS-LHR, and one AMS-LHR-AMS. AMS-LHR-AMS is a lot cheaper than LHR-AMS-LHR.