A GOOD interchangeable set (apart from options) is the denise set. It is available in the UK too from various Online sellers and even ebay!
Angelika's yarn shop is good. But she is in the USA.
A good seller to look for on ebay is Jeanette's rare yarns - she lists in US dollars but the conversion is good and the yarn is a good price.
Kangaroo in Brighton are also very good. Creative knitting magazine has ads in the back for a ton of stores online and offline all over the country - I highly recommend getting that. Failing that John Lewis!