I use these Panel Systems in Sheffield, I buy the precut foam in the attached link. It's not the cheapest way to buy foam but it's handy as it comes in a 2ft x 2ft x 1ft box that protects the foam. It's easy to store and will keep me going for years.

They may have denser foam in 2ft x 8ft sheets, but this grade suits me.

http://new.panelsystems.co.uk/newsc/...foam&p=509&a=i