Just get them from abroad, the UK is the same as the US I think, as in it's only legal to sell lasers of up to 5mW. The laws are different however, with importing from another country. As far as I'm aware there still aren't any laws regarding importing high powered lasers into the country, only that they must have the correct safety features, like a warning label, key lock, five second power on delay etc. That being said, you wont have a problem with ordering lasers without these feathures. I wouldn't hang around though, as all that's likely to change in the future. One thing to note though is that Paypal might not accept any payments for lasers...
Pen styles will have less heatsinking, meaning the diode will overheat faster. They will also be less stable than the torch styles. Some people like the portability of pens though.