Jono, I use a chap called Pete at TM Clothing.
http://www.tm-clothing.com
I don't think he's the cheapest (although he did me a great price) but he's good with a deadline, and the embroidery quality is superb. I think they're a fairly large company, and are quite willing to try anything!
He also didn't charge me a setup fee, just a per unit, which is good when you're doing a small run.