Well I guess Alton Towers is the most famous Theme park in the UK, and it does have a hotel on site.
There are loads of white knuckle rides at Alton Towers, but of course it does get VERY crowded in the summer and you are likely to spend about 4 hours queueing for about 4 minutes of rides.
Blackpool Pleasure Beach is also a huge park with plenty of rides. And of course being Blackpool it has plenty of places to stay.
There are other parks of various sizes all over the UK, and you can find a few web sites that list them all.
I am not sure many have hotels on site.
Here are some web site that lists the parks:
http://www.themeparks-uk.com/
http://www.themeparkcity.com/EURO_UK.htm