I've found a couple of sanely priced options.
First up is the M-Audio Midair (which is probably what I'll be getting)
M-Audio MidAir - Thomann UK Cyberstore
Gives you one way transmission (all I need to save running a midi cable to the front of stage), but the receiver does have midi in and out and a USB, so it doubles as a midi interface for your pc.
Secondly there's the CME Widi-X8 (as used by Sonata Arctica)
Slightly more expensive than the M-Audio (but still only around £150 in the UK), it does offer two-way midi transmission too and also doubles as a midi interface.
Anyway, thought I'd share with you guys.