Canada and BAH I can't help you on, but JFK and LHR I can. In all honesty it depends on which brand you are purchasing and where its made (ie how far it has to travel to get to where you purchase it) however from my experiences, the USA tends to be cheapest for alcohol - especially (obviously) american brands... So JFK would be my suggestion! Of course you can always check out the relevant airports websites, check which duty free stores they have, then check those duty free stores websites to see if they have prices and/or a contact section...
Cheers!
