I would order from Amazon, usually the cheapest and can get next day delivery, plus you get a no quibble returns policy if you're not happy. If you do want to buy from store then any local camera shop such as London Camera exchange, PC World, Jessops etc.
As for the camera it's very difficult to recommend as you've not told us what you need, i.e. does it need to fit in your pocket, do you want a long zoom, do you want manual control, do you want facebook connectivity etc?
Personally if I was going to buy a compact camera I would by the Sony HX50 due to it still being small enough to fit in your pocket (albeit far from the smallest camera out there), but has a whopping 30x optical zoom and very good picture quality (for a compact). It also has basic manual control should you wish to use it, 2 auto settings, numerous scene settings, panoramic, and full HD video.
Sony DSCHX50 Compact Digital Camera - Black 3 inch LCD: Amazon.co.uk: Camera & Photo
or only a tenner more at PC world
Deals | Free Delivery | Pcworld
Panasonic do some nice TZ series compacts for £200-250 that have really good picture quality too, and good macro capabilities (see Shotokan's snail pic on post #403 here
http://www.avforums.com/forums/photo-sharing/1753724-macro-close-up-thread-part-6-a-14.html), but 'only' have 20x optical zoom.
Then there's the nikon coolpix range, but for me it would be either the sony or the Panasonic.
If you want more manual control then you've got bridge cameras. More bulky, still pretty light though and offer much better manual control. Image quality is the same as compacts. The 3 I'd choose from would be the Sony HX300, Canon SX50 HS, and Panasonic FZ200. The Panasonic is the most expensive but has a constant aperture of f2.8 which is fantastic.
All take SD cards. I'd only go for class 10 or faster SD cards.