I am happy to travel fairly widely to get the bits I need - always making a point of re-using anywhere that I get good service from instead of buying online, although sometimes its the only way if you just want something quickly. The more interesting question is where to avoid though!
The best - Lovells, Witney - good prices, good stock just a bit far away. Dauntseys - great reloading stock and excellent prices (if a little higldy pigldy inside). William Evans Bisley - always a polite but not intrusive welcome, good stock and prices are surprisingly normally pretty keen.
Ones I'm neutral about - Greenfields. Sometimes fantastic service, good prices and (normally) good stock levels. Other times, very wishy washy service - for instance, not telling me when they sold a gun that had been left with them and then taking ages to send a cheque when they did remember. From afar - Gregor MacLeod is excellent for all things Blaser. Cluny are also a top outfit especially for optics.
Ones I'm not keen on - The Gun Shop (Botley) - run by kids who haven't got a clue (although think they're experts) and very overpriced tat (clothes especially) and expensive cartridges. Lamberts of Ringwood - not so bad downstairs, but the big fella in the gun room I find unpleasant. Generally can't be bothered to even come and see if you need help and when you do, doesn't seem interested. West London gun room - expensive (not a surprise) and poor stock. When I asked the price of some game cartridges the response I got was "if you're paying to shoot pheasants sir, you shouldn't need to ask the price of cartridges".