Continental paid a LOT of money for four slots at LHR. LHR is the most convenient airport for me, but I will take LGW at a stretch.
STN is a nightmare to get to by train. You have to go into London, then brave the Central/Circle line, then take a dirty train out to STN for 40 minutes.
Gatwick Express is not bad, neither is Heathrow Express.
S.