Laser detectors are worthless, by the time you've been warned, your speed has already been recorded.
If you're after a GPS system, which I would recommend, as a lot of cameras these days are going stealth, then the Road Pilot Pro is the best there is, fantastic features and very good database.
As always it's better to get the best of both worlds, so I use a radar detector aswell, for this I have a Beltronics Euro 550. Bel are the market leaders for radar detectors (they have built in laser detectors too, but as I mentioned, they're worthless).
And for icing on the juicy cake, I use a Lidatek LE30 as a laser jammer. I have had it for a month or so now and it went off for the first time last week (saved my licence) when I was doing 95 along a stretch of straight road (policeman was about 3/4 mile from where my jammer went off).
Anyway, for the full package it'll set you back close to £1000 if you buy it all new, all of the mentioned items can be sourced 2nd hand but it really depends how far you want to go.
If you don't mind slowing down for every speed camera on the M25, or getting warnings for dead cameras, then just go for a GPS system (the Road pilot can be programmed to ignore an alert for future warnings). If you think the police are too sneaky and fancy having a go at them, get a jammer. None of those items are illegal to fit, however the laser jammer is illegal to use. Though there's only ever been one person arrested for having one, and that case is soon to be thrown out of the courts.