Can some recommend where I should buy shares?

halifax used to have a account which was very cheap if you want to buy shares monthly,i think it was called halifax sharebuilder

A popular way is open an account with someone like Hargreaves & Lansdowne.
They manage everything for you like share certificates and dividends.
It's easy to open an account with them on their website and deposit the money. You then choose your shares.

They charge a fee for each transaction, so you need to consider how much you will have to save up to invest before you buy new shares.

You'd probably be better off investing in unit trusts imo for what its worth.
You'll certainly sleep better at nights.

GAZA,
I don't know if the company I mentioned do that sort of a deal, but it sounds fine.

I think you should look at exchange traded funds.
http://www.etf.db.com/GBR/ENG/showpage.aspx?pageID=261

I am looking for somewhere to buy the stocks but also be able to write options against the stocks I hold - I did this a long time ago but alas not sure if this is still possible or who carries out such facilities.

I have found out that the traded options market merged with LIFFE back in 1992. Any help appreciated.

ig index

try archer daniel midland (ADM). if you are classified as an experienced investor and they hols your stock they will let you write options