I thought this would be a helpful thread for anyone looking to buy anime or manga in the UK from an actual shop, rather than online. You could also just go to these shops to read manga for free, like a library. Many of them have seating area's and don't mind people using their shop that way.
Anime Only
Fopp
Limited selection, but very cheap prices.
Location
They have eight shops around the UK, check their website for their nearest one to you.
HMV
Huge selection of anime, but very expensive. However, sometimes you may be able to grab a good deal.
Location
Everywhere around the world.
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Manga Only
Gosh
Huge selection of manga at fair prices. They also have a box full of various manga's all priced at £1.99 each. Excellent shop for manga. I purchased volumes 4-12 of Death Note here for a little over £30.
Location
Great Russell Street, Camden, London, WC1B 3NZ.
Near
Leicester Square
Orbital Comics
Possibly the best manga shop in England. A huge selection of manga to choose from and they even sell doujinshi (fan-made manga), t-shirts, cosplay, models, plushies, toys, magazines, posters, wallscrolls and more. I believe they also allow you to sell your own doujishi in there. Amazing shop for manga fans, you could spend all day in there easily. Also sells millions of comics and holds frequent signings.
Location
Obital Manga: Orion House, Upper St Martin's Lane, London, WC2H 9NY.
Obital Comics: Charing Cross Road, London, WC2H 0LB.
Obital Toys: Moor Street, London, W1D 5NH.
All shops are fairly near to each other.
Near
Oxford Street
Waterstones
Local bookstore. Decent selection, HUGE selection in bigger stores. However, very expensive.
Location
Everywhere.
Check their website for your nearest Waterstones.
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Both / Japanese Stuff
TokyoToys
Very popular with anime fans, sells everything Japanese. Anime, Manga, Models, Food, Cosplay, EVERYTHING! Japanophiles will love TokyoToys.
Location
Trocaderp Shopping Centre, Coventry Street, London, W1D 7DH.
Near
Leicester Square
Check their website for more information.
Forbidden Planet
Giant shop for both anime and manga. Also sells many other things related to that kind of genre. Prices range from high to low.
Location
All over the place.
Check their website to find your nearest store.
Japan Centre
A massive shop devoted to everything Japanese. Sells things from food to manga, to Japanese magazines to kitchenware. Essential for Japanophiles.
Location
212-213 Piccadilly, London, W1J 9HX.
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Websites
UK
Amazon
eBay
Otaku
Tokyo Toys
1 Up
International
Anime Nation
Yes Asia
Amazon.com
Anime Corner Store
Just Manga
Sasuga Books
Archonia