Now that I'm living in Hereford our closest Games Workshop store is either Worcester or Gloucester. I've not bought in a store for a while anyway, so it doesn't make much difference, but it's always nice to have an official store.
Instead we have a model shop that stocks all the normal stuff (trains, Scalectrix, tank kits, various wood, metal, plastic, etc) and a great range of modelling tools. The tools are almost all Expo brand tools, and they look good. I've just picked up ten (yes ten!) modelling files in a little wallet with some oil-like lubricant for £5. GW charge £5 for three! To see the set I got, go to the Expo website, click "Hand Tools" on the left, scroll down to files and look at PDF number 58 (which is assumedly page 58 in their paper catalogue).
I've yet to use them, but there's a better variety of shapes than GW provide, and they're about the same quality. The plastic/rubber handles seem like they should be an improvement as well.
I'll try to add this little extra to the "GW on a budget" article at some point soon. I'd definitely recommend finding your local Expo stockist (or any similar brand) rather than buying the GW ones