???!!!
My answer is similar to Justin Curry's answer, except that I am specifically talking about the UK, and advocating a more formal approach.
Speaking as someone who does have a Ph.D. from England, and knows people who were given Ph.D. funding from EPSRC despite relatively poor first degrees (and also knowing someone who was given 3 years' funding to start a Ph.D. a second time, after dropping out of his first Ph.D. in the first year - EPSRC may be more generous than you think, although it's probably getting worse):
I believe your plan is totally wrong and worse than useless. The best that can happen is you spend one year learning a bit of stuff, and rediscover a few known results (which won't count for much; rediscovery is useless for funding purposes, unless your method is totally different and better than known ones). Far more likely, you will waste another year.
The first thing is, no matter how much you might think you know now, you must know that you know NOTHING! Without proper, regular guidance from a research supervisor, your plan is GUARANTEED to fail, unless you're a genius or very lucky (preferably both). You simply CANNOT do good, worthwhile, original research yourself without a supervisor. You should not even be talking about research at all now, that's what Ph.D.s are for!
Assuming you want to stay in the UK, as far as I can see the answer is simple.
A 2:1 from Warwick is not that bad.
Your best chance is to do a one-year M.Sc. (or equivalent) at the best university you can (try, e.g., the Cambridge Part III, which has different funding rules from most others). If it goes well, funding for a Ph.D. will be no problem. If it goes badly, well, ask the question again next year...!
A good M.Sc. will more than make up for your 2:1 (which, as I said, is not so bad; a 2:2, on the other hand, would leave you in a very tricky situation!)
You should do this IMMEDIATELY!!! You still should have enough time to enter in September 2010 if you hurry.
If you can't get funding to do the M.Sc./Part III or whatever, you'll just have to borrow money and pay for it yourself with student loans. If you're not willing to do this, as a LAST RESORT you should live near a good university and sneak into the lectures without registering with the university. This is (I believe) perfectly legal, since UK university lectures are still open to the public, as long as you don't disturb anyone. You will almost certainly be unnoticed in Oxford or Cambridge (since everyone will just assume you're from a different College), or large universities where many students don't know each other.
If you ask the Maths Department very nicely, they'll probably let you use their library (and if you pay, they definitely will). But they almost certainly won't let you sit any exams or have any help/tuition unless you pay. You could make private tuition arrangements with Ph.D. students or even university staff; this would probably be much less expensive than registering properly with the university, if you only have a small number of specific courses to look at.
Like I said, doing some M.Sc. lectures without the actual final qualification is a very poor solution, but it's still better than your proposed plan.
