If it's been despatched via a courier service (rather than just in the post), you should be able to get Amazon to contact the courier with the tracking number and give them the correct address. I Googled and found a customer services number for Amazon, 0800 279 6620, but that was from 2005 so I don't know if it's still current.
Phoned them up this morning (in actual fact they phoned me up with this cool system where you put in your phone number into the website and they phone you to ensure it doesn't cost the customer anything, thought it was a nice touch), and they said it was too late to change the address on the packaging which they are giving to the courier however as soon as the items are given to the courier they are going to inform them to not send the packages until I have contacted them with my address.
There is an automatic e-mail dispatched when the courier are given the items so I know when to phone them.
Remarkably straight forward and helpful. Normally I hate call centres etc, particularly when it's someone elses fault, in this instance it is my fault yet they seem to be making an effort to be helpful. A really pleasant surprise.
They also said that if I don't contact the courier within a week the courier will send the items back to Amazon where I would receive a full refund (sans delivery charge of ?8), at which point I could re-order the items anyway.