The closest you'll get to that in the UK is the shop at
www.mansfield4x4.co.uk but they don't carry
that much stock. The best catalogue you will find is
www.rockauto.com They're dirt cheap, and
even with shipping to the UK, will still be cheap. You'll have to wait for delivery though.
The best UK source of parts is lighthouse Jeep in Diss, Norfolk. They don't have any web presence, but they're
a good price and delivery is lightning fast. Their phone manner sucks, but they really know their stuff.
They don't do diesel though, so if it's engine related, or a part only fitted in a diesel, try ebay or your last resort will be
www.vmdieselspecialist.com in Chesterfield.