I use LOVEFiLM for my game rentals. £10 for four games a month isn't too bad! Plus, if you have been a customer for a while you get film credits and gift cards to give to your friends or family. Their selection is pretty good, have a lot of the new games available to rent from day of release --...
I picked up Battlefield: Bad Company 2 Limited Edition for £8 when it was first released! I traded in Bioshock 2 and got a student discount, good times. :D