NB don't wait until it gets cold to buy a thick jacket - it's bizarre, but shops will soon start selling winter clothing and will start stocking summer clothes in about December. Essentially, if you want choice over the coat you buy, buy it in September!
People don't normally use blankets here - duvets are much more in fashion. You can order a bedding back from the university if you so wish. Don't spend too much on a duvet in first year, because that will be a single duvet, but when you move into a shared house you will have a double bed, and you will need a double duvet.
If you don't want to get a university bedding pack, then Primark is a good place to buy bedding. It's on the corner of Piccadilly Gardens and Market Street, right next to the bus stop. Ikea is another good option but it's in Ashton-under-Lyne, which is a pain to get to. I'd recommend buying a duvet that is 9 or 10 tog (thickness is measured in tog) and if you find you are too hot / cold as the seasons change, then buy a 4 tog. You can then either use your 4 tog with your other duvet (if you're too cold) or alone (if you're too hot).
You will also need to buy a single fitted sheet, a pillow, a duvet cover and a pillowcase.
Lebara is a good option if you are ringing foreign countries a lot. I've always been with Orange, and have been happy (they have special offers like 2 for 1 cinema tickets on Wednesdays and 20p for an hour's phone call to another UK Orange phone that you choose. However, Tesco and Asda's mobile phone offerings are quite cheap. This is a good comparison
http://www.moneysavingexpert.com/deals/free-sim-cards