In Bath, don't miss Noel Britten's Bizarre Bath Walk http://www.bizarrebath.co.uk/
In London there are two main shops International Magic www.internationalmagic.com
and Davenport's www.davenportsmagic.co.uk
If you are in London on a Monday night, you might be able to get a member of The Magic Circle to gain you admittance.
Also check out Duncan Trillo's http://magicweek.co.uk
for all current UK Magic news and don't overlook the "What's On" page on the site.