Two shops in London spring to mind:
A-Z Electrical & Hardware, at 32 Maddox Street, Mayfair, W1S 1PU
Is, on the face of it, a normal hardware store tucked away in a small street near the tourist thronging Regent Street shops. But they stock a good range of Fenix lights, a couple of Nitecores and some Surefires. The older stock Surefires sell for a lot cheaper than there RRP (I bought a Incand A1 Aviator there for round about £100 not too long ago, also a SF Kroma for £140 (I'm a sucker for vintage lights).
Their Sister shop is at 60 Brewer St and is smaller, but also has a good selection of high end lights at reasonable prices (some older models reduced as before).
These two are the only ones I can think of around here.