As for easy to find stores in London, there's an enormous HMV with a decent jazz section just off Oxford Circus. And on Piccadilly Circus, in the place where Tower used to be, there's now a Virgin Megastore, with a very very large selection - and occasionally, some good deals. Unfortunately, if you're used to US prices, I fear you'll have to swallow hard to buy over here...
I'm afraid I don't know about Amsterdam. But I guess a field trip to research the issue wouldn't hurt