Someone asked in a comment, this seems an ideal thing to turn into a cheap blog entry.

Good internet/mail-order companies include: Stone, Vine and Sun (Mmmm... they've got Cathiard), Lea and Sandeman (they've got shops in London), Howard Ripley (a great list with good German stuff too, good for en primeurs, sadly not much depth of stock), Ten Acre Wines (mixed stuff) and the Wine Society (but you have to pay for membership).

For en primeur offers try Howard Ripley or O. W. Loeb.

Retail outlets that are good include Fortnum and Mason, Lea and Sandeman and Handford.

Of course, you can always visit Burgundy.