A good guide to funding postgraduate courses if you are a UK/EU student can be found at Prospects.ac.uk.
Arts and Humanities Research Council (AHRC) funding
The AHRC administers three different postgraduate award schemes which provide funding for students undertaking Masters-level courses and doctoral research in the arts and humanities.
More information about AHRC awards and how to apply.
Economic and Social Research Council (ESRC) funding
The process for being considered for an ESRC studentship is due to change for 2011 entrants. The ESRC has traditionally funded 1+3 and +3 studentships. The 1+3 scheme provides funding for a one year research training master's linked to a three year PhD and the +3 scheme provides funding for a three year PhD.
More information about ESRC studentships and how to apply
Engineering and Physical Sciences Research Council (EPSRC)
The EPSRC awards studentships to postgraduate students for training in methods of research. Advanced course studentships support students attending EPSRC recognised master's programmes. Master's and research programmes which currently attract EPSRC funding are noted in the appropriate subject entry in this prospectus.
EPSRC awards its studentships through the departments where the awards are to be held. EPSRC does not accept applications direct from individual students. If your programme attracts funding from the Engineering and Physical Science Research Council, you will automatically be considered for financial assistance by your admitting department.
Further information from the EPSRC website.
These contain details of resources for those seeking financial help from education trusts, charities or foundations. Copies of paper publications may usually be found in British reference libraries or British Council offices.
The Educational Grants Directory
Lists educational charities in England and Wales giving support to students in need.
More information about the Educational Grants Directory
The Grants Register 2010
Lists worldwide postgraduate funding opportunities.
More information about the Grants Register 2010
Professional and Career Development Loans
Many UK postgraduates partially finance their studies with a Career Development Loan.
You need to apply directly to a high street bank. The LSE's learning provider number is 2044.
More information about Professional and Career Development Loans