You're probably dicing with death if you set up a private pension these days (SIPP) for one reason -
THE GOVERNMENT WILL TRY TO STEAL IT.
Not so much steal though but force you to buy Government bonds + implicate all sorts of new taxes. Governments are running out of cash, in the end they always turn on the people and many people have considerable assets, those assets those in power believe belong to them/the state.
The best advice is to yes, save for your older age, but don't so so within the system. The best way to do this is to buy collectables, whether for £50 or £5,000,000. Collectables can be really anything, ink wells, comics, Picasso's, old mobile phones, stamps, photos etc. Always buy wuality and try not to invest in things that have already gone through the roof as they won't be that good value. It's not going to be easy, nothing is, but when your neighbor is crying that his pension has been stolen, you'll be fine.
Also use ISAs for investing in stocks as money can be withdrawn easily. What to invest in, simple, use the perpetual portfolio' strategy as it will be far better than any investment strategy 99% of professional money managers offer. Use ETFs and don't think, ie always be invested, take the rought with the smooth, there's no way out unless you want to under-perform...
I've just recently started one myself, and have gone for a SIPP through Sippdeal, which is an execution only broker, as I want to keep the broker costs as low as possible while the account is small, as fees are particularly important to consider when an account is still quite small imo.
Hargreaves Lansdown looks to be the other main offering at the retail investor end of the scale, so might be worth looking at as well.
I couldn't see the sense in using a financial adviser personally, but that's because I'm comfortable investing from my own research and want to manage my own money. But not everyone is suited to it and so using a good financial adviser might be a good way to go while you are in the early stages of learning to invest (if that's what you are of course).