Having once had the problem of having to stay longer in the US than anticipated, (it cost the company some $600 for medication plus another $200 for the doctor to see me and write a prescription) I STRONGLY recommend following cavortingcheetah's advice and carry it in hand baggage. Additionally, get a letter from your doctor listing your medications - UK Customs can be a bit difficult at times.
I have only once been through Bangkok, on the way to Sydney. I was interrogated at length regarding the insulin.
"Why are you carrying insulin?"
"Because I am diabetic and need to take two injections a day"
"Why have you got so much?"
"Because I will be away for four weeks"
"Do you have a letter from your doctor?"
"Yes".
He then read the letter, took the passport number and flight details and still seemed worried about it.......Why they worry about insulin there, I know not.