for ease and convenience, "Screwfix" is worth a look. They don't have a very wide range of styles of fastener, but prices are OK usually and they are reputable and quick.
Similar to what SidSquid says, if I need particular items I use a place in Coventry called Kebrell's, but that's not much use to you I suspect. They are a friendly warehouse place, stacked floor to ceiling with every imaginable threaded thing.
