You don't have to spend loads, we go to a couple at our local library which are free. Then you've got the good old sure start centres and family centres... loads goes on there.
Then you've always got net mum's www.netmums.com they have lots of information and lists of groups local to you.
My favourite group is The Nest www.horizonchurchsutton.org/the-nest I learnt about it through a friend (along with other mum's it also a good way of finding out what's going on).
Would definitely say to anyone living in Sutton are come along, here's a quick review:
I love this group! All the staff are friendly, caring and give advice and support. There are lots of toys, all clean and great condition. It is an environment where babies can be sociable, learning to share and play together making friendships in a safe environment. It is also a great place to have a cup of tea, (or 2!) biscuit and chat to other mum's, everyone is so friendly and I have made really good friends from the group. Definitely recommend it to anyone.