MangaChild has some good advice there, to add to that:
I don't know if you actually *need* a prescription in this country, and there are probably sites where you can get hold of lenses regardless, but I strongly suggest you go to an optician first. I think it's a common misconception - prescription doesn't just mean whether you need correction for your eyesight, it's also about measuring your eye to get lenses which fit. Besides comfort, if you've never had an eye examination before, you may find you require toric lenses or something, which is important to know.
Opticians will also give you good advice and practice on how to clean and wear the contacts, and you may find it simplest just to buy your lenses from them too. So yeah, very much agreeing with MangaChild there. It is really important to know what you're doing: you only get one set of eyes, take care of them. And yes, you do need to practice wearing them to build up a tolerance.
Once you know your prescription, you can then pick a brand which has measurements closest to your eyes, and you can get hold of lenses online quite cheaply. Does depend on the colours you want - natural eye colours are more readily available, and thus cheaper, and there's some variety in cost between brands. Some brands will look more natural than others, their colour choices vary etc. so you need to browse. Something to watch out for is if you have dark-coloured eyes, since not all colours will show up well, so read the info and look for lenses which will work.
http://www.contactlenses.co.uk/
I've got most of my lenses here. I'm fond of their Freshlook Colorblends which are only £6 per lens. This is not only cheap, but often sites make you buy several pairs at once, and you can't always buy individual lenses, so it's helpful to be able to buy only the one pair, or just a single lens if you want mismatched colours, or something)