I have used US Airways LGW to Charlotte then change onto their domestic flight to Vegas, same Terminal and the immigration process was relatively efficient (at least compared to NY), couple of hours in Charlotte if I recall. It was a lot cheaper than VS direct which I have also used, however it stretches your total travel time out by 3-4 hours. The return is the killer, you have to get a very early flight out of Vegas in order to make the connection back in charlotte for the LGW flight, whereas the VS is a late afternoon departure.
Depends how much the price difference is but I know the new BA route they are pushing a lot of special offers.
Enjoy Vegas and hope you get a good Hotel. Such a great place.