Brighton Warlords play a couple of days a week (not sure which) at Wargames Heaven, in the Imperial Arcade, opposite Churchill Square. I know some of the guys that play there and they're a lot of fun. Heres the link to their site:
http://www.wargamesheaven.co.uk/
There is also a clayton warlords in clayton (just north of patcham) but i dont know anything about that.
You probably already know about the
GW on ship street, but that is usually full of screaming kids at all hours. Wargames Heaven is a much nicer, quiet and more mature environment to play in.