Depends on what parts exactly you're after.
There's GSF (German Swedish French) and Euro Car Parts in the UK, which have branches in most major cities, for more info:
http://www.gsfcarparts.com
http://www.eurocarparts.com
GSF have branches in Cheltenham, Bristol, Swindon, then further up north Leamington, Daventry, Coventry, Birmingham, to name a few, none in Oxford.
Eurocarparts have a branch in Reading, Bristol, Swindon, Slough, none in Oxford.
More web-based companies are listed here:
http://www.roccoland.plus.com/sciroccow ... tsdiscount
With some parts I would, however, pay the premium of getting genuine VW parts. Candidates include things like radiators, bearings etc. unless the non-VW supplier can assure you that you're buying a branded (not made in China crap) part.
Still gotta meet up. How about a meet in the Midlands upcoming Sunday, details here:
http://the-corrado.net/forum/viewtopic.php?f=20&t=64346. My mate Chris from Trowbridge (just around the corner from Bradford) will be staying at my place for the whole weekend for some

, tinkering on aanother mate's Corrado etc.
Tempest