Us Londoners have the MIGHTY globe be-striding collossus that is GOSH! and, if you really feel like you want to visit a lesser comic shop in the capital there's also Orbital - both pretty central. Those two are mentioned on that thread on Freakangels. Further out, and NOT mentioned on that first post, I seem to remember that Camden's Mega City Comics has a selection of small press, although it HAS been a while since I was there.
All the ones I mentioned are in London. WHile I'm fairly certain that only the big cities are likely to have comic shops with enough footfall to feel confident about carrying small press, there HAVE to be a few stores in the smaller towns out there?
If we keep adding what we know, we should be able to come to a nice selection of stockists across the country (and beyond, why not?) pretty quickly. Another triumph for the hivemind in the making I hope.