Supermarkets and labelling policies
This is a big issue for any allergy sufferer: you want to be sure that anything you are about to eat will not make you ill. While no company policy can do away with the need for careful reading of ingredients lists on products completely, some supermarkets are starting to recognise that making life simpler for customers with allergies opens up new markets to them.
The Co-operative
Within the last year the Co-op has started to label all of its own brand food products as being suitable for vegetarians and/or vegans if they are either. This has made a huge difference to the range of bread products and biscuits/cakes which can now be purchased. At last you can tell whether or not the "vegetable fat" which gets into everything is just that, or whether it is really margarine which tends to have skimmed milk powder in it. We have been pleased to discover that the majority of the Co-op's own breads are edible (at least from a dairy-free point of view - whether or not you wish to eat soggy cardboard instead of real bread is up to you!). What you still cannot touch with any degree of confidence are the loose rolls and cakes which are sold "fresh-baked", as they come without any ingredients and the staff in the stores invariably have no idea what is in them and no way of finding out for you.
Customer Services at the Co-op have always been very helpful when I've contacted them. They issue on request a booklet which lists all of their current products which are dairy-free. This sounds great, but isn't all that easy to use while your trying to do your shopping and, of course, it dates rather quickly. It also does not include any of the loose bakery products.
Sainsbury's
Sainsbury's has adopted a policy of putting what they call "allergy bars" at the bottom of the ingredients lists of all their own brand food products. These are bright blue and say things like "Contains milk, wheat and gluten". This makes shopping very much easier, since you are looking for something which stands out and is easy to find. Also it has the tremendous advantage that you are looking for the word milk in a short list, rather than scouring four times through a list to check that you haven't missed any of the possible milk-derivatives in a long list of ingredients. It isn't absolutely foolproof, but I've only found it to err on the side of over-zealousness e.g. listing something containing cocoa butter as having milk in it because the ingredients have the word "butter" in them.
The bakery products present particular challenges when searching for dairy-free but delicious things to eat. Your key to success, at least in finding out what you can and cannot eat, is to ask one of the bakery staff if you can see "the ingredients book" for instore baked products. None of these is labelled on the packaging, but the book contains a full list of everything which goes into all of them. To be frank there isn't much choice. Most of the real bread (as opposed to the pre-packed, pre-sliced, soggy cardboard stuff) has skimmed milk powder in it and, of course, virtually all of the cakes are off limits. We have found that the Harvest Grain loaf is dairy-free and good to eat. Its name seems to keep changing slightly and I always re-check "the book" each time it does, just in case it's no longer edible, but so far so good. The up-side of the instore bakery is that you should find that all of the French loaves are fine, which makes a useful change if you have people coming for a meal and you want something a bit different which is effortless and will look good.
The latest thing in Sainsbury's is its "Free From" range which caters specifically for people with allergies. To be honest this seems to be aimed more at the gluten-free market than the dairy-free one, but there are some things which are safe and useful. Most of the range is shelved together, but don't expect to find the soya milk with it: this (at least in our nearest store) remains with the long life dairy milk, despite the fact that its packaging now matches the rest of the "Free From" range.
Tesco's
Tesco's has a range of foods stacked together which cater specifically for various allergies. They do tend to migrate around our closest store, so you may have to hunt for them.