I found Virgin to be very relaxed and efficient where firearms were concerned - it was very quick and hassle free at Heathrow, despite five guys checking in multiple guns at the same time.
Whomever you fly with, make sure you read the small print first and pack your guns, bolts and ammo the way they want it. Oh, make sure you are using a decent flight case - the baggage handler make no concession for your precious rifle and batter it like all the other luggage - my buddy's aluminium case was dented to hell and back