I use Barclays. It was easy to set up and costs around �25 a deal.
You register by phone, and then when you want to deal, ring them up again. They send you a note, you send back a check by the deal date, about a fortnight later, then they send you the share certificate.
You can ( I haven't ) pay by Direct Debit, but you have to send your bank details by post, if its not a Barclays Bank Account.
Unlike other accounts I looked at, there's no monthly/annual fee.
I'm not at home at the moment, so I'll have to go off to check their phone number...... back in a minute.