Did LHR-JFK-CVG (VS/DL) a few months ago. Managed to get "priority" immigration clearance due to a relatively tight connection (circa 2 hours). My bag was the last to come off the carousel! And then the endless queue for customs/food inspection.
Having to pick up bags and essentially drop them off again the other side of a wall, isn't half frustrating. But I'm guessing its the same at every other international-domestic connection in the US.
I must say, the US domestic flight system is very strange to say the least! Especially for a country so security conscious. The Delta domestic terminal has around 8-10 gates in one. Just a big free for all!