Paritech's data services give you the ability to download from any of over 20 exchanges worldwide including London Stock Exchange and all US markets. MetaStock, CSV, ASCII, excel and other formats available. Historical data spans up to 20 years.
Good quality data, efficient download/update software, good customer service. Paritech also cut me a deal from the published prices when taking more than one service from them. Will happily renew when my time is up which is probably the biggest endorsement.