They're probably a little further than you'd like, but local enough to be worth the trip as it's not like the other end of the country (about 50 miles), but I can highly recommend JC Weldfab in Wellingborough. They made an exhaust for a B7 Audi RS4 Avant on a customer of ours (the previous owner had it made) and it's awesome. One of the best custom exhaust systems I've ever seen. You won't be disappointed.

http://www.jcweldfab.co.uk/