I'm amazed. I just found my local Tesco now carries Xanthan Gum. It is £1.75 for a 112gram jar. Thats very cheap compared to what I pay on-line from Low-carb specialists. Sadly I already have a nearly full bag in the cupboard!
I mostly use it to thicken sauces and salad dressings, so I use about 1/2 teaspoon at a time. At that rate I won't need any more supplies for a long while, so I thought I pass on the news to someone who can't take advantage.
I found it on a shelf in the Organic/Special Diet section.