http://www.modelsinmotion.co.uk/ is one i always metion for UK mail order as these guy's are one of the main distributers i believe!
Yep your right, the UK is pretty naff for model shops. Im quite lucky as my local one is ok and there is one not too far away in Stoke which has a good selection. I also venture out into the West Midlands often - as love draws me out that way! - and there are one or two good ones scattered about there. The best ive been to is the one in Manchester which i used to go to alot when i lived there, they have a great selection of stuff.