Guys I know have used Adeys in Loughborough for odd bits and pieces. Haven't used them myself yet, but they seem to be the people to see round here.
Adey Steel
Falcon Industrial Park, Meadow Lane, Loughborough, Leicestershire LE11 1HL
Tel: 01509 556677
As for stock sizes, I use this site at work, which covers most BS specs of common tube sizes.
Hub Le Bas
Doubt they'd be to interested in selling to the DIY'er, but the product listing is very useful for standard steel sizes.
Phil
I'll back Adey as being a good one.