You must do a groundschool ATPL at an approved school. The school will provide you all the necessary documentation, including the mandatory full-time bit for the distance learning course, as part of their fees (expect to pay around £2000). Exam fees tend to be excluded, since these have to be paid directly to the CAA. When you come to apply to take the exams, you have to have an approved school sign your form to indicate you have done their tests, including the mandatory full-time bit of the course.
Hence, if you were to buy, for instance, Oxfords course at Transair, and then enrolled at GTS or BGS, you would still pay their full fees. If you attended Oxford's course, I don't know if they would knock something off the course cost - you would have to ask them.
In general, having other notes in some of the more complex subjects (Met, Gen Nav, Performance etc) might make things easier when you get stuck on something.