I'm in the exact same position as you. EXACTLY.
I plan on buying the phone directly with Apple at 8am tomorrow, then calling up Three after work to buy the SIM-Only plan you suggested. My reason for calling up and not ordering online is that I'm hoping I'll be able to keep my current nano-SIM, which can go straight into my iPhone 6 and they'll just update the plan on that SIM. That way I'll have the same number etc. Think that'll work?
The only thing thats perhaps stopping me from buying the phone from Apple at 8am is if I call them after work (not able to til about 4pm) - do you think they may be able to offer me a cheaper deal as i've been with them two years? I agree £859 is fantastic, but does anyone think you'll be able to get anything cheaper?
There won't be any deals with the iPhone. If you want it, you'll have to pay their price.
By 4pm, I'd be very surprised if you get launch day (or perhaps even week) delivery. Normal rule of thumb is that launch stock sells out within an hour or two.