Have you spoken to Companies House? I don't mean checked their web site, that only provides the basics. There is a lot more you can buy over the telephone, and it's cheap. Just have you're credit card on the ready.
Failing that, you can use creditgate.com for directorship data, it's fairly reliable.
If you don't want it traced back to you, use a private investigator as a third party for a couple of hours work. You'd be amazed what other useful bits of information they have access to!
WoopWoop - Companies House have an XML system that you can tap into.
You can do queries on Companies and/or Directors for free to see the results but if you want the detail (such as a set of accounts, or a director's full details and list of companies that he/she is a director of) then you have to pay.
These sites, I think, just provide a front end to that data and charge you a bit of a markup.
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