For me would depend on the deal available in the classes.......I did LH with Iberia recently (in business), that was pretty good to be honest. Never flown Finnair or Aer Lingus so can't comment.
Just had a quick look - Virgin, KLM, Finnair, Iberia, BA, AA and Aer Lingus (think this stops in Ireland on the way out, probably means you can complete US immigration there as well) all have direct flights from Heathrow.
Really depends on your budget and what you can get the seats for - I think PE is good value at (typically) around 1.5x economy (compared with maybe 6-8x economy for Business class)
Not sure who has the Atlanta routes but BA/AA are adequate, Virgin a bit better, Delta similar to BA and United...