If you order before 5 (I think) they will deliver next day (free for orders over £25).
The good thing is that you can buy almost everything in any amount, and for the same price as larger quantities (check their prices)! That is really great when you need one small capacitor or something for 2p!
The only thing that I am not sure you can buy in small quanitities are resistors. I however ordered a "start pack" 1% metal film the first time I ordered, it cost about £7 for 1000 in different values. After that I have completed with the values I need or run out of. I buy 100 1% metal film resistors for £1.20!
They are really great and frequently used by most of UK's synth diy people ( after recommendations from oakleysound.co.uk )
Robert