Katiejayne, I'm in Hampshire, so not all that far from you! I do pretty much all my online parroty shopping at Scarlett's - best service, best prices.
Have a look at
http://www.scarlettsparrotessentials.co.uk/pellet_complete_diets
There are loads of online shops that do pellets, though. I know my vet clinic started selling Harrison's, I haven't checked how much they are but I'm sure it's more expensive than ordering online.
Our Grey loves Harrison's lifetime fine, and her and our Meyer's love the coarse as well (for some reason, even though the Meyer's is one fourth the size of the Grey, she doesn't like to eat small pellets...). Our cockatoo will nibble the Harrison's coarse, mainly refuses the Harrison's fine, but likes Hagen's tropican (all three like that one, but the Grey gets an upset tummy on it so she doesn't get it anymore). The girls loved Animalzone, but they've stopped selling in the UK. The Meyer's likes the new Ama-Zone fruit bites or whatever they're called, but the other two aren't that keen. we've tried TOPS as well but it was mainly the Grey that deigned to eat that. But yeah, I like having a variety of pellets, partly because it makes it more interesting for them, and partly because I like giving a variety. Of course, they all get fresh veggies and stuff, as well as soaked and sprouted seeds, grains, chickpeas, and aduki and mung beans.
Oh, and all three were easy to convert to pellets

Though they do love their soaked and sprouted seeds etc!
