The
Writers and Artists Yearbook is definitely a good place to start. It lists all the UK publishes and agents, and has essays with advice from authors and people in the industry.
I would also recommend
From Pitch to Publication, which I have been reading. This explains the publishing process from start to end, and explains who does what. It should really give you an insight into the industry.
On this message board, I would read the thread "
Personal questions to John Jarrold" - it's pretty long, but has loads of good advice. Or you could do what I did and trawl through the entire publishing forum - I think it's worth the time that would take.
I am currently trying to find an agent for my first book - I'm probably not going to approach any publishers directly because, as has been said before, editors will look much more kindly on something that has been passed to them by an agent. Plus they will expect a certain standard from the outset, which they might not expect to find in the slushpile. And having worked in publishing at one point, I know how long the slush pile can sit unnoticed!
Good luck! And like the others say, make sure your work is the very best it can be before approaching anyone with it.