Also Notting Hill Gate for the famous Tape and Record Exchange
http://www.mveshops.co.uk/interestin...rdshopping.htm
which has branches in Camden and Berwick Street in Soho and other vinyl mecca's, with dedicated shops for different genres in Notting Hill.
They even have a dedicated Classical Shop. There is also the famous Harold Moore in Marlborough Street, Soho and a wonderful shop in Lower Marsh Street behind Waterloo called Gramex, which has a fabulous classical collection going back even to wax cylinders!
http://www.boomkat.com/ in Manchester has the best online shopping experience I've come accross and is probably the most knowledgeable on a huge variety of music.
http://www.interstellarsounds.com and
http://www.covert.uk.com/ (Brighton)
are also very good for US imports, specialising in House and Techno.
Germany also has excellent dance music specialists like
http://www.formic.de and
http://www.hardwax.com/ who have all the US imports sometimes cheaper than the UK and of course there is no import tax as they are in the EU.