UK - where do you shop?

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I've found in the UK that the health food stores are just not as good or common as in the US. Holland and Barret doesn't have much choice and is expensive. Grocery stores (in the tesco, asda, sainsburys price range) are ok, but again choice is limited. Do you have any good health food shops in london, or tips for finding interesting and healthy things in grocery stores, or any good online shops that deliver?

Thanks!