PC World normally sells a Sandisk Micro SDHC 4GB for £34.99 (instore, didn't find it online... strange, in fact I found no micro SDHC on their website, I mmust do sthg wrong).
But the same product is only £9.99 at play .com (delivery included, see http://www.play.com/Mobiles/Mobile/4-/3359487/Sandisk-Micro-SD-HC-4GB-Card/Product.html).
So according to their price match policy, you get it for £7.49!
I just did it instore and it works. Went to te till with the product and the printed play webpage.
The only con is that the card is only a Class 2. But it is enough for most use.
I have to thanks helmethead for his post on the SanDisk 8GB Cruzer Micro, I wanted to buy it, but my local PC World was out of stock (although I did reserve one using collect in store in their website).
Hope it helps,
-- edit #1:
It comes with a SD adaptator
And to find the product instore, search a blister with 'Wake up your Phone.com" written on it (this label is bigger than the sandisk logo!!!)
-- edit #2: it is SDHC, so it only works with SDHC compatible devices. Better to say it than be sorry.