ConTroll is an annual gaming day hosted by Havedice in Dorchester, Dorset.
Conception is an annual gaming convention held in Christchurch, Dorset. It runs for five days at Naish Holiday Village, and is run by members of 'Have Dice' and 'Bournemouth Berserkers'.
Indiecon is another gaming convention at the same venue, also partially run by 'Have Dice' members.
OddConUK is an annual gaming convention held in Telford. It runs in a hotel from Friday leaving Monday.
ConDamned is an annual gaming convention held in Amsterdam. It is very socialble with games Saturday and Sunday although most arrive Friday and leave Monday.
RPG.net is a great site for general roleplaying information, and has a huge database of RPG reviews.
UKroleplayers is a very popular national forum for all things roleplaying in the UK (and hosts the Conception forums).
For a local supplier you could pop into Paradox Comics of Poole.
For all your dice needs, Bob the Diceman can be found at Reapers Revenge.
For all type of game reviews, goto Board Game Geek.
Lastly, Gaming Report.com is a useful site for general gaming news.