Fibrecrafts is based in the uk and their prices seem pretty reasonable. I haven't ordered from them, but I have heard good things.
I've bought undyed merino top from RH Lindsay company and was quite pleased, but don't know if they ship internationally though.
The sheep shed studio, I do know ships internationally, and while their mohair mix roving is a bit scratchy for me, their punta wool and #1 dyed tops are nice, and feel like a strongwool merino, probably around 24-25 microns if I had to guess.
EDIT: How could I forget about Wingham woolworks, also based in the uk.