Hi. I'm also a UK Based Carcassonne newbie and I've been tracking down various expansions for a while, this is a summary of where I've found is the best place to look:
LGS - Always worth checking out to see your local store has any rarer expansions at original retail price - I've picked up some sweet bargains at mine. Plus, its good for local business.
Here - You can always check the marketplace for trading and fair prices
Amazon.de - Well priced German editions.
Cundco.de - Good for picking up rarer, small expansions. Once you buy more than 10 Euros worth of stuff though, the p&p shoots up.
Sheepgames.de - Another European site, they had a few copies of the various large out-of-print expansions. They stock games in various languages.
Spielbox - Good for a couple of mini-expansions that are hard to find elsewhere
Boardgamegeek.com - Handy for listing every expansion. Users post their games for sale from all over the world.
ChaosCards - Have the 6 mini expansions pretty cheap. I think I picked up Abbey& Mayor and The Tower here for a decent price too.
Ebay - Prices generally higher than elsewhere, but worth a look.