Agree with what konagirl and johnners said up there. You will need about £300k lump sum to get an annuity of £18-20k pa at current rates. You will be entitled to state pension at 67(or more) which is currently ~£5k per year. Talk of going to £7k in a couple of years.
So how are you going to raise that sort of money over the next 30-40 years?
Educate yourself as above and see an IFA. At least you will know what (s)he is on about so you can ask questions. Possible decisions are different based on weather you are higher or basic rate tax payer. Company pension schemes that are being contributed to are a great start.
I invested in the stock market and bought a buy-to-let property as well as company pension. Another tip – Don’t put all your eggs in one basket – caused some of my colleagues a big problem 10 years ago. For instance if you work for a company and you are also in a share scheme with them, if it all goes wrong you lose your job and your savings!
Having your house paid at 31 is a god start though, well done.