Another thing you could try would be to ring a steel stockist and ask if they can saw off short lengths of tube. Might not work for a couple of pieces and you'd be more restricted on size but is worth considering if you need quantity.
(In my experience maybe try someone like C Roberts, NTS, Alternative steel)
Rolling rings from plate and welding is probably better if you want thinner gauge (~5mm or less) as you might struggle with this in tube. Just be aware that due to setup time, etc. the minimum charge just for rolling is probably £30-50 (depending on where you go); the unit price would depend on quantity. Maybe then add £10-15 for the steel itself and welding as a guess.
(I work for a steel fabricators so I have some experience in this area)