Inspirations on Queen Street, right by Exeter Central railway station – sells a wide range of yarn, including better quality/more expensive brands, although does have a selection of inexpensive acrylic!
Panters on Sidwell Street – this is mainly a home and kitchenware store, but they also sell lots of inexpensive acrylic in a variety of colours! They also sometimes have acrylic/wool blends and other small amounts of non-acrylic yarn. Prices are pretty competitive for Exeter.
Online (UK Retailers)
Black Sheep Wools – very large selection of yarns and all things knitting and crochet related! Often has excellent reductions on discontinued brands from high quality manufacturers such as Rowan.
Great British Yarns – specialises in high quality British yarns, but is also the only UK supplier of Knit Picks yarn from the USA, which is a very popular yarn recommended for use in a large number of patterns found online.
Pavi Yarns – a large selection of high quality and interesting yarns, including Cascade 220 yarn from the USA, which is another extremely popular wool.
Get Knitted – large variety of yarns from well-known manufacturers such as Rowan, Debbie Bliss, etc. Also sells plenty of inexpensive acrylic!