Believe me, at one point I was at the verge of doing just that. I was so close to DIY hormones, but I stuck with my therapist and got a good doctor. I am glad I went that way. Even though I was 110% sure of my identity, it was great to take those baby steps. I learned a lot about myself. While you can go around the system, I can't recommend it. T can be pretty dangerous if injected wrong/at wrong dosage/if you have certain medical conditions, etc. I had to wait 5 months to get my letter (in the U.S.) and while it seemed like an eternity when I started therapy, it actually flew by. When I got my letter and my first shot, I couldn't believe where the time had gone. There are processes for a reason. Transitioning requires serious thought and consideration, and isn't something that should be done on a whim, because it isn't as easy as just having the T and needles. That being said, make sure you get a good therapist, and they should take care of you. I am sure that some of the U.K. guys 'round here can answer any questions you have about the process.
Whatever you decide to do, be careful.