After a few problems (not Sky's fault) I finally got my Sky BB and phone order sorted on the 23rd of January.
I got a setup date of the 7th of February, Sky have sorted everything out over the switch, all I had to do was inform o2 that I wanted to cancel their BB on the 7th of February.
Sky's router arrived yesterday, so all good so far. I will update this thread once everything is switched and update on a regular basis how the DLM goes and my final speed once it's finished.
So far it's been painless, lets hope it carries on.