On the high street Game or GameStation would be the first place i would check, also electrical stores such as Comet and Currys or places like Argos and John Lewis.
We also have an official Sony store here that sells anything and everything Sony so that might also be a good place to check if you have one in your area.
As for the cheapest I honestly couldn't say, the best thing to do would be just see what deals are on in your local stores.
Just remember if you have a HDTV dont be suckered in to buying an HDMI cable for £20-30 in a shop, a £2-3 one from eBay or Amazon will be just as good!
Good luck!