My only real issue with LHR is transferring. It sometimes seems easier to go through immigrations, get my bag, clear customers, then go through security. Rather then go through the mess that is transfer security.

ETA: But it has been a while since I've gone through transfer security at LHR, so I should give it the benefit of the doubt. I'm transferring from BA T5 to AA T3 on Saturday morning, so we shall see.