Last year and the year before I got mine from Borough Market, and they didn't seem overly expensive - a medium sized tree would have been £25 but I got it for £20 as it was nearly the end of the day and on the last Saturday before Christmas.
This year I've got myself a small tree from East Street Market, which again cost £20.
If you google the Alleyn Park Garden Centre you will see that they are listed as one of Time Out Magazine's best garden centres (you'll also see phrases like "Exceptionally Knowledgeable & Friendly Staff"). They charge roughly £3 per foot in height for Xmas trees, so a 3-foot tree is about a tenner, and a 10-foot one about £30. If you place your order in advance (in November, I think) I believe they will give you a discount and/or deliver it for free. They also do holly wreaths for your front door, etc. You might want to join their email list and get a reminder later in the year.
My sister is one of the owners, but she does not know that I am posting this review, and I will not benefit personally in any way. The website is at http://www.alleynpark.co.uk/
APOLOGIES: I got those prices completely wrong: I've just found their "Christmas" page, and see that the trees actually range from £20 to £80. But they do say that if you order by 30 Nov. you get a 10% discount*and* free delivery.