I live near finchley in London so preferably somewhere near there or an online website?
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Lovecrafts is a good website, also woolwarehouse. If you've got a hobbycraft, they sell nice yarn and you can see/feel in person before buying.

I buy a lot from wool warehouse online who have so much choice and excellent service

Lovecraft is great. Hobbycraft do good deals too. I get pretty much all my wool from Poundland. It's acrylic double knit (normal thickness) my mum uses to crochet I use it to knit both with needles and I double it up to knit on the loom. I've never had any issues with it. Its just a pot luck of what wool you can find in there though which is the only down side

Look for Actually Yarn on Facebook. It's a small business with lovely selection of yarn and decent prices