I'm sure all the rescues use wharehouses anyway but just to say we use batleys for our litter and biscuits. Cat food is not such a bargain but a 30l bag of wood pellets is 3.79+vat (both bestpet brand but sometimes beauticat is a similar price) and lightweight 3.49 plus vat.
They are also good on things like beddng, toys, combs etc..
You need to register with them to be allowed to shop, I think I took my makro card and they put me on a 90 day pass (which runs indefinately). They do not take credit cards which is a bit of a pain as you have to pay in cash or go through a tedious process of getting a cheque authorised.