White Horse Bedding deliver - they're who I have my current lot from and I've got no complaints with their bedding (I use the premium stuff at the moment, but think I'll order the economy next time just to see if it's much different).
However, I did see an advert on NFED for another company who also deliver - Pastures Green? Not used them but they could be worth looking at.
I buy mine from Liverpool Wood Pellets and have them delivered to South Wales for a bit extra... Delivery in England is included in the price - you just need to make sure you choose the correct option as you can choose to collect, have a big bag, small bags etc...
Come back to post again as just seen this on a Hampshire Facebook page:
Hazelton Horse Feeds in Horndean have just starting stocking Verdo bedding at £4.75 a 15kg bag. Cheapest price for wood pellets that i know of unless you buy in bulk.
Can't edit original post so had to do a second, sorry. Am quite interested in checking this out for myself once I've used up my remaining 8 bags, as I do have trouble storing all of the ones I buy (especially as they last for ages!).