I've used saffron a few times, but its very expensive so I haven't bought any for a long time. Saffron is the dried stigmas of the crocus sativus (its a specific autumn-flowering variety, rather than the more familiar spring-flowering crocuses that you're used to seeing in gardens and parks) and its so expensive because each crocus only produces 3 stigmas, and they need to be carefully harvested by hand.
The UK actually used to grow a lot of saffron - in the Middle Ages the UK was reportedly the world's largest saffron producer. These are crocus bulbs:
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They look very similar to normal spring-flowering crocus bulbs - so its important to get them from a reliable supplier! We planted 60 bulbs on the 21st of September.....they're starting to come through but as this is the first time I've tried to grow them I don't know if we'll get a harvest this year.