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B&Q will chop up large sheets of wood for you using their cutting machine - they charge something like 50p a cut - you can take a 2.4m x 1.2m board and have it chopped up into shelves however you like. Takes a couple of minutes and you end up with shelves of whatever size you need. A sheet of wood will cost between 10 and 30 quid, depending on what it is and how thick - go for as thick as you can. Personally I use MDF and then paint it.
The also sell a wide variety of brackets to go on walls for a couple of pounds each. You need a long spirit level, a pencil and lots of lines drawn on the walls before you start drilling or doing anything. Rawlplugs + screws for the brackets, and you're done.
I am the shelving master and have done this many times. The key is that you spend more time drawing pencil lines on the walls with the spirit level before you do any drilling. After that it is dead easy.