Hello there, I'm an American working in London, a bourbon fan but still very much a novice. The price of bourbon here (and indeed the price of any object or service) is somewhat incredible. A 700 mL bottle of Jim Beam White will set you back about 17 pounds (i.e. $34). And it's not even a fifth! Or you can get some even viler Sainsburys stuff for about 10 pounds.
Most pubs will give you JD if you ask for a bourbon, though a few have the real thing -- I recently discovered the Old Queen's Head in Islington has Makers Mark, Knob Creek, Bulleit, Wild Turkey, and Woodford Reserve, a few others I've not tried yet. And they make a pretty good old-fashioned with them too.
Anyway, if there are any other bourbon-lovers in the UK, love to hear where you get your bourbon, preferably somewhere with a good selection and cheap!