Neal's Yard is my cheese heaven. They have the largest selection of delicious British cheeses that easily rival the best France has to offer. No, really! Neal's Yard is my go-to place for extra special cheese for Christmas or any other celebration. They also offer reaonsably priced subscriptions and monthly virtual cheese tastings.
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Neal's Yard Dairy is not the cheapest, but I'd argue it's prices are worth it for a special celebration or treat. Having said that, I'm probably never going to have a celebration that warrants a £500 cheese cake. Maybe I'm just not dreaming big enough?!