Warehouse Express - Camera Accessories and Lenses, Photography Equipment, Canon, Nikon Digital Cameras - UK based, cheap, postage is fine
Amazon.co.uk: low prices in Electronics, Books, Music, DVDs & more - UK based, cheap, postage fine
Onestop Digital - HK based, very cheap, postage good.
You'll find that lenses are much cheaper on the internet than in store; and in my opinion the expense negates the fact that you're picking it up there and then. I ordered a 10-22mm from HK and it came perfectly about 5 days after I ordered it.