There's various bits of information all over these forums relating to this type query. Here's some I found just now:
21st January 2002, 20:59 #
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SuperTed
Join Date: Aug 2001
Location: UK
Posts: 103
You have to go to Gatwick (Aviation House) for the initial Class 1 medical. The cost is £400. The whole medical takes around half a day. To arrange the medical contact the CAA. Not sure about the phone number but it will be on their website. The waiting list for a Class 1 can vary but usually waiting times are around 1 to 2 months.
Alternatively, go direct to the CAA website:
JAR Class 1 and 2 medicals | Medical | Safety Regulation
They're quoting £330 currently. Best of luck and prepare for rubber gloves! Just kidding...