i use dvdworldusa.com. free delivery, or £1 for faster delivery or £1.95 for express. They have good prices too.
Also i've used www.axelmusic.com (Danish site). They have lots of US titles, some quite nicely priced, and only £0.99 in shipping. They send from either Germany or Denmark.
Thank you for everyone that has replied. I will through those sites and get some ordered. By the way not sure if it is well known but i got mission impossible box set for £34.99 from Virgin yesterday in london oxford street. Went to HMV and it was £10 more!