Look for your nearest car trimmers - Yellow Pages. They usually stock a large range of appropriate materials at non-boating prices. Watch out for the fumes from the adhesive though!
Culverhouse at Greenwich (south London) are suppliers to a fair chunk of the country. Culverhouse & Sons Ltd 2, Horn Lane London SE10 0RT 020 8858 9717 I found them very helpfull
Toomer and Hayter based in Bournemouth supply a wide range of soft furnishing materials, including headling. They advertise in PBO and frequently have stands at various southern boat jumbles.