Most of my parts came mail order. I needed a few things in black which the local guys just don't do.
If they have what you want I wouldn't have any problems using Micro Direct or Aria both in MicroMart they are both just south of the city centre and are reasonably priced.
Ram and Planet Micro have both given me grief but others like them.
I used
http://www.overclockers.co.uk/
http://www.kustompcs.co.uk
http://www.ebuyer.co.uk
http://www.crucial.com/uk
http://www.quietpc.com
and one other that had the word overclock in the titlebut can't find it.
All were superb - crucial and quietpc being the slowest with about a week.
Hope that helps
BTW - with the m-audio card you would still need the denon - the m-audio just outputs a nice clean spdif to pass to your amp.
Any questions, just ask
Alex
EDIT - it was nicer dealing with the little guys like the overclocking places - they knew their stuff!