Anyone know of...

go to oxford street HMV's near oxford street station, its got a wide selection, but also go to Camden Reserection records, thats got loads of century media stuff, but if you want that stuff you can get it post free, just get theyre catalogue of the net, but they also have some rare stuff and imports.
 
try Berwick Street off Oxford Street. A few cheaper CD stores in there which I always look before I go to HMV. Mr. CD is cool and so is Reckless records and Selectadisk. Also in Camden as the guy above mentioned. try http://www.supernalmusic.com for way out death and black metal stuff and they also get quite a lot of power metal stuff as well from centurymedia and nuclearblast.