Oddly, if you like Vanguard funds, it looks cheaper to buy:
Vanguard FTSE Developed World ex-U.K. Equity Index Fund (ongoing fees of 0.15%)
Vanguard FTSE U.K. All Share Index Unit Trust (0.08%)
Than the global fund:
Vanguard FTSE Global All Cap Index Fund (0.24%)
I always assumed this was because the Developed World Ex-UK fund doesn't include developing countries or small cap companies. They tend to have higher fees from what I've observed, presumably due to having a greater percentage of smaller holdings (more info from more informed people very welcome). Whether you want to include them in your portfolio or not is of course an individual decision.
Manchester: buying more funds doesn't necessarily = more diversification, it depends what's in them. You can easily become less diversified by buying the same underlying things in three different funds, or accidentally skipping an area of the economy that you didn't mean to exclude.
The simplest way to go is to decide in advance what you want to invest in and why, and then buy the appropriate funds for that allocation. Maybe start with looking up what share each slice is of the global whole, and only adjust from there if you have reason to (e.g. to go bigger on the UK because you live here).
I've found the morningstar website useful for looking up funds and checking the geographic distribution, top holdings, and sizes of companies included in a fund. If you google the name, the morningstar page should be somewhere in the top results. There are also other similar factsheets on other websites.