If you decide to catch a connecting flight there are a couple of things to be aware of to make your journey easier.
Firstly, ensure you are booked through to your final destination with the same airline or on a code share through their affiliation network. This means that if your flight is delayed and you miss your connection you are the airlines problem. If you book the connection yourself with two different airlines you are on your own. If you want to book a connection with a budget airline that is not affiliated with one of the big transatlantic carriers my advice is to leave plenty of time!
A top tip when you are looking at your flight options is to order them by duration. Expedia is really good for this. If you look on the right hand side there is a drop down box that defaults to a price based ordering but you can change this to duration. I look for the shortest duration first and make a choice based on a balance between this and price.
Secondly, you will go through security again at the airport where you first land. The Americans have similar rules about carrying liquids onto flights as in the EU so if you have bought anything liquid at duty free in the UK, you must put it in your hold luggage when you collect your bags to clear customs. If you try and keep it in your hand luggage and it is more than 3fl oz it will be taken off you.
On the subject of hold luggage it is also worth noting that for US domestic flights hold luggage is collected after you have left the secure area; the baggage carousel will be in the public part of the airport.
Finally, if I am making a connection I always try not to book the last flight of the day as my connecting flight. For example, say you fly into Minneapolis to connect to Seattle, I would try and make sure my connection to Seattle was not the last one of the day so that if I got delayed on the inbound flight I could catch a later connection. Similarly I try not to be on the last outbound transatlantic flight if I am connecting into an airport because any minor delay can then mean you don’t get back to the UK until 24 hours after you had planned.