Normally use parcel monkey or parcel2go. Used to use the UKmail service from parcelmonkey but they seem to have stopped doing it. Insurance was £1 per £100 which is a lot better than Parcel Force for sending stuff.
I seem to remember one of the couriers on there offering approximate time slots too but that seems to have gone. There was also a courier that did same day pickup but again that option seems to have gone. Cost me £8 to send an inbred frame, forks, seat post, bars etc delivered next day.
Used the Hermes service today as it was £5.99 inc. VAT for a 3kg package. Royal Mail wanted £7.60. They came this morning just after 9am in an estate car full of parcels. On the receipt it shows their own website myhermes.co.uk so will see if that is cheaper.
The big problems seem to be that they want to come any time between 8am and 8pm (Hermes was 9-5 so better) and you need to print out labels so when arranging a courier to bring stuff to you it is more awkward (unless you plan in advance and post them).