UK High Street chain Superdrug regularly sells first class postage stamps as a loss leader, at a 5% discount. Since they are printed with the denomination "1st" rather than a price, they continue to be valued at the price of a first class stamp, even after a rise in prices.
These stamps can be used as part payment for all Royal mail services: including 2nd Class large letters and packets, first and second class signed for, airmail and standard parcels.
So if a regular 5% offer is on at Superdrug, stock up before arriving at the post office!
UPDATE (2nd April 2011): Superdrug continues this offer at present, so 41p first class stamps work out at 39p each. As of Monday, 1st class stamps will increase to 46p, so buying now will save 7p per stamp. That doesn't sound much until you consider that 7p represents a 15% discount on Monday's prices!