Rapidoneline.com
ebay.co.uk (seriously, check out the electronics shops).
Fastcomponnents.co.uk - not many components, but their 'packs' are cheap and easy.
All the above have cheap postage within the UK. Rapid is pretty much my standard place for components, farnell for special stuff like FPGA's, and TTSOP sram...etc..
Good luck.
Edit: Rapid do give free delivery for orders over 25 quid (ex VAT) ^^