I use both Axminster and Machine Mart - both have a good selection of size/shape/grit.
Machine Mart is very handy for me to call in to (one very near work,and another very near home) and Axminsters mail order has always been excellent.
I just go around to the local door factory and get the old belts (3ft wide) and use the outer edges and the centre as a finer grade. Believe in recycling.
sandpaper for woodturning needs to be flexible - i woould recommend the jflex from klingspor.
i have shoppped around and found by far the best deal is from :
the sandpaper supply company in scotland - the guy there is called michael gallagher and is very helpful - i usually buy it in the roll but he sells shorter amounts aswell - he also does the sanding pads and abrasive pads - the best value i have found.....