To be honest companies are few and far between in the UK. There are places that sell higher end products, (at least products with higher end prices!), but Odicforce is a good source of hobby gear, depending on what you're after.
From the experience of others the shipping is pretty good on a normal day. Next day, two days is the norm and he's a nice chap if you talk to him on the phone. I posted a review a couple of days ago on one of his waterproof hosts - http://laserpointerforums.com/f52/odicforce-waterproof-host-green-modules-50464.html. Nice bit of kit and a good price.
What are looking to buy? I have some bits myself that they don't stock in the way of high power diodes and can help you out with building if that's something you might be interested in.
PM me if I can help further but Odicforce are worthy of your cash.