Calling your local tv station/radio station and speaking to their Marketing dept is usually pretty good. Likewise calling your local paper and speaking to their marketing is pretty good too. Leaflet drops depending on area can be done via Royal Mail (quite expensive) or a company called Trinity Marketing (they circulate a lot of the regional papers), they should also be able to help with Direct mail, Cinema: you would probably have to approach your local one to find out who deals with the advertising there, and bill boards seem to be More O'Ferrall round by us but the name of the "owner" should be on the bottom of hte billboards. HTH
MMS Nielsen are the company which monitor ad spend in the UK. They calculate all revenue spent and they also apply discounts (because rate card prices are not what big advertisers actually pay).
How about phoning Media Week? They usually do a quarterly round up of ad spend in the UK and should be able to give you the info. Their number is:020 8565 4326. Just ask to speak to one of their editorial staff.
The IPA is the trade body and professional institute for leading agencies in the UK's advertising, media and marketing communications industry, covering the Creative, Direct Marketing, Healthcare, Media, New Media, Outdoor, Sales Promotion and Sponsorship sectors.