Depending on your airline you will most likely arrive in either Heathrow Terminal 3 (US carriers) or Terminal 5 (British Airways). I have only connected through once in Heathrow, so anyone else with more experience can correct me.
If you are arriving Terminal 3 - keep your eyes peeled for "connecting flights" signs and follow those. If in doubt just ask someone in a uniform which way to go. It will seem like a long walk. You will then go through immigration and show your visa. After this you will need to catch a bus to a different terminal for UK domestic flights to leeds - probably terminal 1. Don't worry as you really cannot get lost at this point, you are still under the control of the airport and will just be following everyone else to the shuttle buses. You can't really get out to the main airport if you follow the flight connection signs.
Once you get to the next terminal, you will have to go through security again - not the main security, but a separate security for connections.....but you will be subject to the same restrictions on liquids and stuff. I am not sure how they treat Duty Free alcohol, so best to ask before you stock up in Smirnoff
Unlike the US, you shouldn't have to pick up your luggage and go through customs.
CAVEAT - th above was how it work for me, but I was travelling on one airline the entire way my bags were checked through all the way to my final destination. If you are travelling on different airlines for the international and UK pieces, you may have to go through Normal immigration, pick up suitcases, go through customs and then make your way to the other terminal and check in separately for your Leeds flight.
Adapters:
Brookstone or Sharper image usually sell a good "World Travel Converter" kit. It will either be one large round converter where you can slide up or down the correct plug you need or a little kit with multiple attachments. I have found these to be the most useful, as they work in the UK, Europe and when you start travelling back to the US with UK appliances they will work that way too. They tend to be pricier - maybe $20 for one kit, but I have gotten so much use out of mine it's paid for itself over and over.