Mine came from QD, which is a major discount chain around here in East Anglia but they've not found there way 'up north' yet. (i bought it several years ago. I think it was �2.99)
There are two types of microwaveable hot water bottles. One type is gel filled. I've never really fancied the idea of using one of those, in case the hot gel leaks out (although I've never heard of it actually happening). The other type, which I've got, is filled with wheat. (It's not actually 'bottle-shaped'. It looks rather like the type of draught excluder which you put at the bottom of doors).
Check out places like Poundland and other discount stores. Alternatively, the wheat filled type are often sold at local craft fairs. (However, they tend to be more expensive at those type of places).
Incidentally, the packaging on the one I bought advertised how warm it would keep me in bed. When I bought it, I found out that the instructions stated 'Do not use under bedclothes'! I can tell you that any such instructions can safely be ignored!!
Wilkinson's website advertises a 'Microwave Pain Reliever Wheat Pack', which is effectively the same thing. They're out of stock for online purchases but, since they're only �3, it might be worth looking out for them in Wilkinson's stores:
http://www.wilkinsonplus.com/invt/0232734
Chris