Jello Gellatain is available here, but its Rowntree's or store's own brand. Some places like Waitrose / Ocado will sell them, but at a higher rate. If you have a favourite flavour like Cherry or Grape I'd recommend stocking up as those aren't flavours you'll find readily available here, as Blackcurrant and Strawberry are more prominent flavours. Jell-o puddings aren't available here, but there is Angel Delight (or store's own brand), but you won't find all the same flavours ie) Pisachio etc. Again you may find the puddings available in Waitrose or from an online import shop, but you'll be paying through the teeth for them.
Coffee Mate Creamer is sold powdered in the UK, its just you won't find any flavoured ones - so if you have a certain flavour that you like buy that one. However, you can buy flavour syrups to add to your coffee if not buy flavoured coffee beans.
I've not heard about the baking soda, as you can buy Arm & Hammer over here, although it make take you a bit of searching to find it. You may be thinking of Baking Powder which is double acting in the US, but single acting in the UK. The single acting baking powder begins to release the gas as soon as it becomes wet while the double acting releases the gas in two parts, one with the liquid and the other with the heat. With the single acting baking powder you cannot mix up a batter and then set it aside for any period of time, you must bake it immediately. So if you have cookies that need refrigerating you'll see they won't turn out the same here if you use UK baking powder.
Weighty items that are next to impossible to buy or extortionate if you can find a place that sells them:
- Miracle Whip (any variety)
- Karo Syrup
- Pumpkin Pie / Pumpkin Puree
Graham Crackers
Ranch Dressing packets if you like Ranch Dressing as the stuff sold in the UK is pretty vile. Any other salad dressings you may like ie) French, Thousand Island, Russian etc, as salad dressings here are pretty different here unless you have a recipe for your favorite of choice.
Like Mistress TarnLover said check and see as some foods are under different names. ie) Fig Newtons are Fig Biscuits here. If you like Girl Scout Thin Mints you might want to try Mint Penguins, but I'd personally recommend Sainsbury's own Mint Polars. It can be a bit hit or miss finding substitutes, but it can be a lot of fun trying the different foodstuffs along the way!