I'm very lucky here in Salisbury having a good relationship with the manager and staff of Castle Cameras. I know they will never be as cheap as the web based businesses, but value the honest advice and friendship they freely offer - as well as the ability to try out kit (for as long as a week in one case) before buying. Local shops do need supporting in order to survive, we will miss them when they are gone.
London Camera Exchange is very variable. One in Southampton's Below Bar area is excellent while the Salisbury outlet is so unfriendly I refuse to walk through the door.
Jessops is a business in trouble. I hope it survives and I do buy small consumables from them once in a while, but would not dream of ordering anything or indeed spending large amounts there. A great shame to see a once well respected business so badly managed. They seem to show images of cameras in the window rather than the real thing, a sign of a cash-flow crisis I imagine.
For on line purchases I tend to use Warehouse Express as they have always treated me fairly.
I agree, both the LCE stores in Southampton are a brilliant service, but if you are looking for something a little older (film, all kinds, literally all kinds of film cameras and lenses) then you should check out City photographic in Bedford place, wonderful little shop.