We flew bmi to chicago and onto San Francisco in August.
The queues for immigration were huge and we waited for over an hour. We had two hours between flights and had to race through the airport to catch the connecting flight.
We also had problems with luggage, when we collected it off the flight we were told by airport staff to leave it along with hundreds of other cases all waiting to be taken on to connecting flights. We had three large suitcases and were a bit wary about leaving them unattended, but because of the tight time between flights we did as we were told. When we arrived at San francisco five hours later, none of our baggage was on the flight.
We were told they were on the next flight from chicago so waited two hours for that. Sure enough, all threee cases arrived but they were all damaged; one case had a huge l shaped rip in it and the clothes were hanging out of it. Luckily, United Airlines replaced all three cases with brand new ones there and then at San francisco airport, but it was very annoying and made the whole journey a very long one because of the delays it caused.
I don't know that there is much you can do personally to ensure baggage doesn't get lost in the flight transfer, but I would suggest having plenty of time between flights and also sharing all your belongings between cases so if one case goes missing you still have clothes etc to wear.
On a more positive note, the bmi flight to chicago was excellent, with good service and entertainment, free drinks all flight, and nice little touches like comfort packs.
lholly