Digikey.com .ca (if you buy a lot, you get free shipping) - they may have UK shipping at some point if not already, not sure
Mouser.com - US but cheap shipping if you buy a lot
Farnell.com (newark.com in US, element14.com in some other places)
RS-Online.com
distrelec.com
and there's others but I can't remember them right now.
Tip: find a part you're interested in, get the part code and search for it in findchips.com and then see those companies' shipping policies.