The Guardian has a most enjoyable article on Britain's 20 greatest independent record shops: Plastic Fantastic
Of the ones they mention that I have been to, Monorail would have to be my favourite. I mean, come on, a record shop in a pub, what's not to like?
If you ever find yourself checking out Selectadisc in Nottingham, make sure to visit Page 45 while you're at it... it's just down the road or round the corner. Mind you, you need to be careful in Nottingham, it is a very dangerous city. I was shot several times the last time I was there.