So, to sum things up
Interactive Brokers looks grand, and would have been my first choice. If you're looking for a broker, I think you should give them a look first. Unfortunately, they want 10,000 minimum deposit, which is reasonable, I think. It is also more money than I want to put into this at the moment. So, with a tear in my eye, I'll have to pass on them.
I've settled for optionXpress -
www.optionsxpress.eu. They seem competent enough and able to fill my bill. Will see how it works out, but thanks to everyone that made suggestions.