There is also Just Grilles you can by direct from them. The woven stuff is nice for traditional style work but a bit on the pricy side, did two 5ft casings like thisand the grilles cost just under £800 but did look the part.
Avoid the hardboard ones if possible as it is very hard to paint all the exposed edges, MDF are better if you intend to paint.
They were the anodised aluminium pierced ones as the woven ones were out of my client's budget. Although the style is called Interwoven. The pics aren't the best (low res) but they look magic in real life! They were about £40 per sheet of 1000x670mm.
In the past I have used tin snips but they do tend to distort the sheet if you are not careful. The last ones I did using a dremel & cut off wheel, if its alloy you just need to score the back, bend it once or twice and it will snap along the line, this worked well with no distortion.
Hold into rebates with small tibmer beads.
Also if you paint everything behind the grilles matt black it looks a lot better.