This bookseller sells collections of British Parliamentary Papers, Books, Maps & Prints on the British Empire. They have collections of papers from colonies such as the West Indies, Australia, New Zealand, Slavery, Africa, India and Malaysia, etc...
This is probably the most famous bookshop on the internet. It carries many of the titles that are mentioned in this site or are relevant to the period. It is generally cheap, fast and efficient, although their provision for out of print books could be improved.
This is the European sister site of the above Amazon.com. This site does tend to be a little more expensive than its American counterpart. Although, on the plus side it does hold more of the British Empire specific titles in stock. If you live on the European side of the Atlantic, I suggest that the cheaper postage rates involved and the availibility of titles will make this site more attractive than the American one.
A seriously dangerous site for the military historian with a weakness for books. An excellent source of reference materials on the military aspects of the British Empire, it not only has books about the era but from the era too.