Their catalogue is updated quite frequently. Esprit Mail Order - You've probably heard about these folks. Their catalogue is updated everyday, but it's not searchable. You can, however, e-mail them for a list of items which they have on hand. The usual UK recent releases in all formats are here.
Prices are actually quite good as well.
LPs, and some Japanese imports are here. International shipping is available and the costs are not a real burden. Their listings are updated every week. VinylTap - Recent releases and original releases of singles. They do their orders and catalogues by e-mail.