Yes I can totally recommend the GRO website. I have used the pdf certificate service twice now and it is good value at £6 each (vs the normal £9.25 via the post). The response time is pretty good with the pdf's being available about 4 working days after submitting a request/purchase. Once ready an email is sent from the GRO saying that your certificate is available to download from their website.
I've also used the option of 'mothers maiden name' for locating the right birth entry before they were displayed on the indexes. It's a really useful service.
The only disadvantage I've found so far is that marriages aren't included (yet......), it's just births & deaths.