I would always use Parcel Force - never given me any trouble and, with a post office on my doorstep, as convenient as any internet brokered courier. The only ones I would avoid are Hermes, who tend to come up as the cheapest option on Parcel2go and you get what you pay for - usually a confused mini cab, three weeks late.
I always use city link or yodel via www.p4d.co.uk lord knows how many parcels I've sent using them. Always found the service to be excellent. Cost is about £10.
Parcelmonkey for me as well after some bad experiences with parcel2go/yodel.
I did find one that did Saturday delivery/pickup for not much more but can't for the life of me remember which!
Yeah, get a box from your LBS.
Couriers make some of their cost judgements based on volume so try and pack the bike as small as possible. If I'm shipping a frame I try and end up with a vaguely frame shaped box by the end. Also remember to wrap cardboard/bubble wrap around any external points (bits that touch the edge of the box, eg headtube/bb/seatclamp) and put something between the dropouts.
I've found that a piece of thick card rolled up tightly and cut to a cm or so longer than the dropouts width works very nicely, it can then be taped in place.