I'm surprised Toby is that much for what looks like a 10x2 1.27mm pitch pin header (as an example TMS-110-02-G-D is £0.95 in singles), what parts are you looking at?
If you're a company, the likes of Wurth will sell direct to you - but they charge shipping. Roughly, you end up paying about half the price of a distributers right hand column (high quantity) count even for single items.