I've gotten a few over the years (for ourselves and lots of both Christmas and Wedding presents) from Trim the Tree which have all been lovely.
I buy in the sales in January and summer, to get a few (again, for ourselves and as presents) from companies like Belleek china, Waterford crystal, Newbridge silver etc. So they work out not nearly as expensive but fabulous heirlooms. While I tend to get Irish companies, there are lots of UK companies that do similar (I know I've seen Royal Worcester, LLadro and a load of other campanies over the years - they may not have a lot each, but one or 2 interesting ones are all you need) - look on their websites for inspiration and then check out high end stores as they often reduce them heavily at times.
I get a new decoration every year on holidays - I look for quirky things in the places we go and almost always find something.
Look in craft and design shops - not arts and crafts, but more lifestyle homewares crafts. You will often find lovely baubles and decorations that you can buy individually, so just get 2 or 3 of an interesting designed bauble, or a single decoration.
The internet is great. For ideas (to make or hunt out) and buying. Look at places like Martha Stewart or other home decor, or Christmas websites for inspiration. Some may sell too. But also places like Etsy, ebay, amazon, and lots of smaller sites too, will have quirky things as well as mainstream baubles. Even places like Primark can have interesting things if you look past the big packs of 100 red and gold plastic round balls!! 
I have 3 long teardrop shaped glass baubles, that add length to the bottom end of the tree, then I have a few different round glass ones that are reasonably large, quite a few "regular" sized glass ones moving through the middle, and then a few in 2 smaller sizes as we get to the top. And then I have a big variety of various animals, a fairy trapped in a glass jar, a crib carved into a Christmas tree decoration, glass Santa Claus and glass snowman, straw stars, pewter chorus of angels, pottery snowman, Snoopy sitting on a tree light bulb, a steam train, a New York cab, Santa climbing up Notre Dame, mushrooms, pine cones, stars (various ones, made of wire, glass, straw, pottery, paper), mini stockings (that I sometimes put candy canes into).......all sorts. But I ave been gathering my collection for the past 14 years. I hide some things in the depths of the branches, some quite hard to spot, others have a bulb from the lights put near them to hightlight them (I love a bulb behind glass ones, giving them a glow).