What are the best sources of information and advice when starting up a business?
The best sources of information are always informal. Get to know people in the geographic or market area that you are interested in.
If you are after statistics then http://www.statistics.gov.uk/ is very good and free. Companies such as Mintel provide market information for a price (often around £1000), but the information is relatively upto date and indepth, if a little broad.
If you want specific information, that can often come at a price and you need to work out how valuable it could be to you.