Depends where you are... The lady in Biggleswade saddlery is really lovely & helpful, altho it's fairly small. Dovehouse Farm, Kensworth? Not sure if the saddlery above Titmuss Feeds (can't rem what it's called. Horse world??) is in Beds or Herts. I wouldn't say it's cheap, but that's where I go when I want something nice.
Derby house isnt too far in Olney (bucks). well worth a visit as they often have sale racks, mark todd breeches down to £10 a pair sometimes. That's where I go when i want to treat myself
You're near Luton, aren't you? Your best bet is probably the Tack Haven, at Dovehouse Farm in Kensworth (other side of the A5, towards Whipsnade), or head up the A5 to RB Equestrian in Great Brickhill, which is a really nice shop. There is also Waddingtons, on the A5 at Hockliffe, which is very good for inexpensive bits and pieces.