Maybe these aren't "the best value in the world", but here are some things I've found in the UK which (I feel) give good savings and which I use all the time:
Machine Mart (hardware store) =
Sells good quality hobby vices, hobby lamps, very good needlefiles and also HSS drill bits for pin vices/hobbydrills. They also sell airbrushes, but I've not bought these from them yet...I'd recommend finding out what you want before going in, though, as they mainly sell to car repairers, etc, and not to hobbyists.
Wilkinson's (homeware store) =
Sells larger scale files (3 for £5 I think?), cheap saws, much cheaper glues + filler, vast quantities of play sand + gravel + stones for basing (seasonal availability though), sideclippers/pliers, tweezers sets (from the make-up section), cheap paintbrushes + acrylic paints for boards (I've not used them on miniatures, but I wouldn't recommend trying this). They have their own brand Dremels + glue guns too and one of their A3 cutting mats is £5-£6.
B+Q (hardware store) =
Boards, door edging for hills/ridges, filler, glues, stones/sand/gravel/slate available pretty much all year 'round and in huge bags for cheap £.
Machine Mart (hardware store) =
Sells good quality hobby vices, hobby lamps, very good needlefiles and also HSS drill bits for pin vices/hobbydrills. They also sell airbrushes, but I've not bought these from them yet...I'd recommend finding out what you want before going in, though, as they mainly sell to car repairers, etc, and not to hobbyists.
Wilkinson's (homeware store) =
Sells larger scale files (3 for £5 I think?), cheap saws, much cheaper glues + filler, vast quantities of play sand + gravel + stones for basing (seasonal availability though), sideclippers/pliers, tweezers sets (from the make-up section), cheap paintbrushes + acrylic paints for boards (I've not used them on miniatures, but I wouldn't recommend trying this). They have their own brand Dremels + glue guns too and one of their A3 cutting mats is £5-£6.
B+Q (hardware store) =
Boards, door edging for hills/ridges, filler, glues, stones/sand/gravel/slate available pretty much all year 'round and in huge bags for cheap £.