We get most of our coconut related products from http://www.tiana-coconut.com/ it's very good quality stuff but a little pricey, as I'm sure you expect as it is all organic, but they do good deals for bulk buying.
You can also get some good Paleo related products at a health food shop called The Nutricentre. A list of their stores is here: http://www.nutricentre.com/t-ourstores.aspx
We get all our supplements from http://www.highernature.co.uk/ they do some really high purity vitamins, minerals and oils of a quality that I've not seen anywhere else. Personally, I'd stay away from large chains like Holland and Barrett as their purity is not very high and there are a lot of hidden ingredients in a lot of their own brand supplements.
If you're looking for snacks then I recommend you sign up for Graze boxes. You get a box of four 'punnets' delivered every week (or at a rate you like). I get the 'energy' boxes and they are delicious as well as being varied to keep the boredom down, although they can contain a lot of dried fruit but you can tell them exactly what you want to get sent. Their website is http://www.graze.com/ but if you Google them you might find some free trial codes.
Finally we get our meat from: http://www.primalstore.co.uk/shop/ it's really good quality and a large Paleo box will feed provide enough meat for two adults for about 4-5 weeks.
OK, that's all the sources I know, if any find any others then I'd be happy to hear them too as it's always good to shop around.
Let us know how you get on.