For merchandise in the UK, I like
natsukianime.co.uk - there are quite a few artbooks, pencil boards and whatnot listed on the site, but the best thing is that if you want a specific item that's not listed they'll try to find it for you. I got some Konjiki no Gash Bell merchandise from them recently, for example.
Also - I would put play.com as a more prominent link than playUSA in the UK section - it's usually about 20% cheaper, and also people importing series that have had a domestic release is a big problem for the UK anime industry.