I discovered this perching on the insect screen of our back door in Suffolk at around noon. I'm a bit of an amateur insect freak, but never seen this before! A couple of hours online last night and reference to my small library, I decided that it is 'Urocerus gigas' - giant wood-wasp or horntail (female). We have some mixed woodland overlooking our back garden.
She was a little lethargic at first (thus allowed these photos) - appeared to be well-attached to the netting of the screen, but we managed to get her into a jam jar - still a bit indolent, but when I tipped her onto the lawn, she quickly took off (loud buzzing) and flew off, gaining height very fast - a very strong flier!
I'll be honest, I wasn't aware of these impressive sawflies (for they are not truly wasps) and I don't believe I've ever seen one. It's wonderful to come across such 'exotica' native in the UK. BTW, the frightening looking spike on the back-end of this Giant wood wasp is actually an ovipositor for laying eggs, not a sting. In fact it's completely harmless and unable to sting.