If your not looking for anything too fancy in terms of funky colour then I would happily use these guys again (plus they have a cool name)
http://www.sweeneysherlock.co.uk/
Used them for 2 sets of mx5 wheels and both came out strong and lasted well.
Price is in-line with industry averages, but you get what you pay for
If you want some OTT finish then these guys did a set of skyline wheels for me.
http://www.lap-tab.co.uk/alloywheels.php
Finish was good, look great, did not last as well as Sweeny's efforts but that could be the result of the posh finish I went for. The price is on the high side although if you hold out for a couple of weeks post asking for a quote I got a second email offering a discount.
One to avoid is City Powerder Coaters of Birmingham, they strongly push a £20 per wheel offer on the net but the one example of their work I have seen was not great