The longest UK climate data series is the Central England Temperature available from the Hadley Centre. The decade 1991-2000 was 0.6degC warmer than the 1961-90 baseline, and the period 2001-2006 was 1.0degC warmer.
Other climate datasets produced by the Climatic Research Unit can be found here, including the Hulme global gridded monthly precipitation dataset for land areas for the period 1900-1998.
For country-by-country historical and future climate data produced by Tim Mitchell and the Tyndall Centre, try here.