UK Online shops
Not many I use but a brief summary is this.
PBK are good- delivery excellent and Prices to the US are good- normally with no shipping.Very good for tyres--But I have found cheaper.
http://www.probikekit.com/display.php?cat=Wheels
Chain Reaction Cycles. Have some very good prices on Certain items. Cover MTB and Road but seem to be better on MTB.
http://www.chainreactioncycles.com/Default.aspx
Wiggle- You want it- they will probably have it but they are not cheap.
http://www.wiggle.co.uk/
St. Johns Cycles. Looking for older stuff and they will be about the best online to shop with. Definitely not cheap but They are an old style shop that carry the older hard to get stuff
http://www.sjscycles.co.uk/
Merlin Cycles. Mainly MTB but their line is Hand Built wheels at a very good price. I can vouch for the quality of their wheels. They are moving into road but a bit limited on what they carry. MTB prices are good- Road Just so-so except that they do get hold of a lot of end of line stuff at a very good price.
http://www.merlincycles.co.uk/
But like all these shops- They are limited on what they supply. I have spent hours looking for a particular item- found the cheapest possible for the item I want- gone to order it only to find they are out of stock. Favourite trick is to have an item in stock one day- gone to order it and found a 10% offer on everything- gone to order what I found the previous day as they had the best price- ONLY TO FIND IT IS NO LONGER LISTED OR OUT OF STOCK.
One of the reasons the UK is cheap is the $ to £ exchange rate. The £ is low right now so it makes sense for stronger currecy to use the UK. Just wait till the slump hits you and You will be inundated with us British buying up all your stock