Last week British Airways began operating direct flights to Sarajevo for the first time. Flights from London Gatwick will leave on Tuesdays, Thursdays, and Sundays. The cheapest fare I could find in a quick test was £158 including taxes.
Following on from last year's introduction of London-Tirana flights, I believe this leaves Skopje as the only Balkan capital not served by direct flights from London - BA does list it as a destination, but it's a codeshare with Malev and involves a change in Budapest. It's probably quicker to fly to Pristina, a quick cross-border trip away from Skopje.
Returning to Bosnia, the Christian Science Monitor this week published an interesting article called Come See the Pyramids... in Bosnia?, looking at the growing pains of the Bosnian tourist industry - including the somewhat dubious promotion of the (in)famous Visoko Pyramid.