I thought I'd just share the links in case anyone else is interested.
Laptopshop.co.uk a list (from high to low) of laptops that come with XP Pro (I also selected Wireless installed, but left all other options blank).
Laptops Direct - this only shows three, but when I was searching for a particular laptop that was available elsewhere with XP Pro (to compare prices) it showed it coming with XP Pro. This site was recommended by both adriannacoylho and aingeal8c.
More Computers - if you select XP Pro from the operating system and nothing else you get a choice of 26 laptops.
DigiUK - put XP Pro in the search box for list.
Dell - you can choose whether you want Vista or XP Pro here. However, this is the small business section of Dell - from what I can see you can't have XP Pro on a home computer. I'm not quite sure if that means you have to be a business to be able to buy or not.
More research ahead!
These are my top possibles thus far - does anyone know anything about them, please? Either good or bad - i.e 'love the make' or 'don't touch them with a barge pole'. (The top two are the real favourites).
Samsung X65 A003
Lenovo Think Pad T61
Compaq HP 6710b
Acer TravelMate 4282
Acer TravelMate 7520