ooh man, I arrived at Heathrow and I knew about the possibility of cycling from there, but I was just so tired and sleepy from the flight that taking a taxi seemed like a good idea... it ended up being a really bad one, costing almost half my airfare from new york!!, I should have moved my arse and set up the bike, lesson learned!
On 3 transatlantic flights out of 4 I've set up the bike in the airport and ridden out, it's a great cure for jet lag and it really beats hauling a bike box and touring gear around on taxis, trains, etc. I travel on a pretty tight budget, so paying for taxis, etc., doesn't appeal to me one bit. On my last 2 flights I put the bike on the plane unboxed, no problems either time. I really think that baggage handlers are more careful with a bicycle than with a big cardboard box that might have a bicycle in it.