Buying and iPhone abroad (in your case – outside EU) would leave you without warranty. So I don't think it's a really good idea.
As far as getting your hands on a factory unlocked unit – there are shortages reported more or less all over EU (Spain, Switzerland, Italy – the latter being a country that bans factory locking). I'd suggest you waited a bit until the product you're looking for is newly available on regular basis.
I would also suggest you watched UK Apple Store (
http://store.apple.com/uk) closely as at some point in near future they're going to start selling unlocked units.