Labour seems as firmly entrenched in Wales as it is in Scotland - if not more so. Of the four elections in Wales so far, the Conservatives only came second, as opposed to third, in the last one - before that, they were not only way behind Labour but also behind Plaid Cymru. And they're still second by a very wide margin.
Northern Ireland has its own parties, but yeah, they might ally - then again, they might not; in the last election, one of the two mainstream Unionist parties openly allied itself to the Tories, only to lose its only remaining Westminster seat as a result.
I see the UKIP as largely comparable to the so-called far-right parties in continental Europe, though mostly without the racist tinge that many of these parties have (some of their elected members do have it, but the leadership generally doesn't). But still, comparable in the sense that they mostly just profit from the inability of the mainstream right-wing parties to give their voters what they want on every issue, as they are obligated to offer compromises and tack to the centre in campaigns in order to win elections. Tellingly, they also draw voters from the left, those who feel opposition to immigration is more important than economic policy - and in many cases the parties' economic stances are set accordingly, to the left of the mainstream right. That is also not the case with UKIP, but they certainly do have the populist element of promising whatever they like, realistic or not.
In the US this kind of voters sticks with the mainstream parties because there's really no alternative, they just have to try and win over their party. In European politics, where the executive is formed through a majority in parliament, party leadership has to have a stronger hold on its members of parliament, and there's less of a "big tent" aspect, voters who disagree strongly enough with the course of the party will generally just flock to another party, or create one. The UK is somewhere inbetween due to its first past the post system, and especially the Tories have long had a trend of independent-minded, generally Euro-sceptic "rebel" MPs, but as the UKIP has shown, smaller parties can gain prominence in the European Parliament elections, which are based on proportional representation. Now we'll see next year if they can subsequently translate that into seats in Westminster also - if they gain a few seats on their own, they might see more than just this one Tory MP defecting.