It really does depend on what run you are after.
I'm UK too, Manchester, I have two decent shops here and a couple in nearby cities, I'm very lucky that every two months there's a comics fair and knowing some of the dealers, they will get me stuff
Hadn't thought of milehigh, I'll give them a go if others over here have had success
I usually get them from my local comic book store, and for "old" issues from the 1970's I use Lone Star Comics (www.mycomicshop.com) or Comic Collector Live.
I realize I'm coming in a little late, but I've accumulated full runs of hundreds of series over the last few years, and might be able to help. When I first got back into collecting in 2011, I ordered back issues from several different online stores, starting with Mid-South and mycomicshop.com. For awhile, I used those two exclusively, and would often work up orders for both of them at the same time while checking their pricing on the same books. In the meantime, I discovered ComicCollectorLive, which is a collection of stores with their own pricing and policies (CCL is still active, btw, and I still buy from there when I remember to look). I've been able to find deals on runs on ebay, but it's been a matter of being patient until something I wanted showed up. I've found that Buy It Now option is where the best deals for bulk cheap comics are. The 2 comic shops close to me have always had boxes and boxes of $1 comics, and were great places to find common issues (and some not-so-common). There are a couple of smaller online shops I always find good deals at; TreehouseComicShop.com and Nostalgiazone.com. For overall consistency with pricing, availability, and shipping time, nobody comes close to mycomicshop.com. You can get discounts by subscribing to their newsletter every week, and they have good columnists, too. Also, I personally have around 50 boxes of comics I'm going through that was the remaining stock of a shop that recently closed. I might have some issues you're looking for, and don't mind helping out other collectors.