This is unfortunately a pretty sparse list atm but I wanted to answer as thoroughly as I could... To purchase HD movies in the UK currently you can use iTunes, Xbox Live, PSN... or buy the Blu-Ray- thats about it :/ All of these have their limitations too. All 3 limit content and HD playback is restricted to the original machine only or, in iTunes case an authorized device like an AppleTV or another PC on the same iTunes account. The main benefit of iTunes here is that multiple PC's/Mac's/AppleTV's can all playback this content in HD whenever they want. And any iPods/iPhones/Etc can play it back in SD whenever they want as long as they are all authorized on the iTunes account that bought the movie. I think this is limited to 5 computers but, I'm going from memory here and I do not believe the Apple TV's count against this limit and there is no limit I've found in the number of iPods you can register to each of the 5 machines. Point being that this is pretty flexible while still "copy protecting" the content. Its not perfect but, its worlds better than you get from most other services. XBLM content will only play back on the Xbox that downloaded it but, I believe you can sync an SD copy to a ZuneHD portable now but you need an Xbox to even consider this option. PSN HD downloads will only playback on the PS3 under the profile that downloaded them but you can sync an SD copy to a paired PSP. again, you need a PS3 to even consider this option though. There are some "3rd party" alternatives like Vuze that have a few pieces of Paid HD content available via torrent. Vuze is a torrent client though and as Springy said - this makes it really easy for people to simply get their HD content via these "other sources". To each their own...
The Blu-Ray option is one to consider too. It means you own the movie, alot of these now ship with a digital copy or an SD DVD in the box and these are relatively easy to shift to other formats for HD or SD playback on virtually any device. This is probably the most flexible option and the costs to do this are pretty reasonable these days: a BD drive and MakeMKV/Handbrake/whatever software you prefer. The movies themselves can often be found for the same price as an HD download from one of the other services but, this does not account for additional software you might need like AnyDVD HD for BD+ discs and other things...
As far as streaming services, there are a few choices there such as iPlayer, ABC.com and some others offer HD content streamed but of course you don't own any of it and the content available is at their discretion. Lovefilm also has a streaming service and is very similiar to Netflix but, I don't think they offer HD content via the streaming service at this time.
I'll put a general Pros and Cons list here at the bottom too
iTunes: +Good movie selection, +can shop from multiple regions easily, +playback on multiple machines, -pricing is not competitive, -content cannot be transcoded to open formats
XBLM: +Decent movie selection, -Difficult to shop from multiple regions, -pricing is not competitive, -content cannot be transcoded to open formats, - requires an Xbox (cost)
PSN: +Decent movie selection, +can shop shop from multiple regions easily, -pricing is not competitive, -content cannot be transcoded to open formats, -requires a PS3 (cost)
Blu-Ray: +Excellent movie selection, +can shop from multiple regions easily, +competitive pricing (assuming you shop around), +content can be transcoded to open formats, -requires a Blu-Ray drive to read discs (cost)
Streaming Services: +Free service, -Very limited movie selection, -Limited TV selection, -Difficult to shop from multiple regions, -content cannot be transcoded to open formats
