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If you have a connection in Heathrow Terminal 3 DO NOT TAKE THE INTERNAL TRANSFER LINE.
The British are very suspicious of security from other Airports ever since the bomb that took down Pan Am 103 came in on a connection from Cyprus (in checked luggage) and so they make all the transfer passengers go through security even though they are on the supposedly secure side of the terminal.
Instead, just pass regular immigration -- in most cases it's faster and check in from the other side.
Oh, and if you go through Heathrow a lot -- do the Iris thing.