Arrived into LGW on CX the other day. Given was in J, there were hardly any queues at that time of the day ~6am. Not sure how it would be like at LHR (suspect the queues would be longer at that time given all the Asia flight arrivals). Furthermore, was going to Earls Court area was a pretty efficient ride on the Southern to Victoria, then change to the Tube (some say you can take the Southern to West Brompton changing at Clapham Junction, or easybus).
Last time I arrived into LHR ~4pm on IB there was a small queue at immigration (not horrendous, but still a queue regardless), and took a Uber service to Victoria which got me there OK, but there was a little traffic on that motorway out of LHR...
So depends on the time of day, and part of London you are going in I reckon... drawback of LGW is that there are no arrivals lounges to use!