Well, many tourists need a visa to connect via the UK. I avoid travel through Heathrow because of it. (No, not as a protest; I'm usually traveling with someone not covered by a reciprocal visa and it's just easier that way.)
Actually, the UK allows people of any nationality to enter the country for up to 24 hours for transit, including travel between airports, as long as you have evidence of your connecting flight and a visa for the country of your destination:
Even though they say that entry is "at the Immigration Officer’s discretion and there is no guaranteed right of entry", I've used this concession twice (I'm a citizen of Armenia) with no problems, and have never heard of anyone being refused entry.
The first time I used the concession was when I was flying NYC -> Heathrow (arriving at 2am), followed by Gatwick -> Prague (departing at 10pm). Not only did this allow me to take advantage of a cheap EasyJet fare, but I managed to fit in a full day of sightseeing in London into the 24 hour allowance.
Did you mean need a visa, or are supposed to have a visa? I connected via Heathrow yesterday (arrived from Toronto, departed to Copenhagen) and while I had to go through airport security, I never went through customs/immigration.
