Digest of UK Energy Statistics (DUKES)
The holy bible for statistics relating to energy policy is DUKES (the Digest of UK Energy Statistics). It has really in depth stats on UK energy production and use, broken down by energy type. It mostly covers the last 5 years, with some key indicators going back to 1970.
There is loads of interesting stuff here, but as with most government documents, the coolest stuff is near the end (in this case in a separate internet booklet).
Here, for example, are some fascinating flow charts on where different types of energy goes in the UK (these are in Annex H starting p 135):
And here’s some graphs on energy consumption by user and by fuel (p165-166)