Try Starlight Mobiles in The Cherry Tree Centre, a mate had a new screen fitted on his HTC Desire, I think it cost him 40 quid.
Screen prices vary HUGELY depending on the phone.
iPhone 3's are quite cheap and fairly easy to do if you take your time.
iPhone 4's are fairly cheap but do take a while to do and can be quite tricky, you're paying more for the time than the part.
HTCs vary a lot depending on the model, the desire should be about £30, the XLs a lot more.
Most expensive screens right now are on the Galaxy S series, it's REALLY worth taking them up on the insurance if you get one of these, the parts alone for the II & III are over £100 (if they're not they're copies and you will notice the difference).