When I was learning I found just having a scanner sat in the kitchen switched on was pretty useful. I also took a course with a chap called Malcolm who does regular sessions at Multiflight Leeds and Manchester City Intergalactic Spaceport (Barton) - possibly the best money I spent during my PPL training.
As mentioned, liveatc.net have a number of feeds, although none in the UK (last time I checked). In this country we have a proposterously outdated law dating from the 1940's which governs the transmitting and receiving of VHF signals. Technically I think you're breaking the law simply by listening to airband transmissions unless you have an RT license for that frequency range. Obviously most people utterly ignore it, and I don't blame them!