Here is the statistical press release for Small and Medium-sized Enterprise Statistics for the Regions 2005, published on Wednesday 20th December 2006:
SME Statistics for the Regions 2005: Statistical Press Release (PDF document 44KB)

Here is the statistical press release for Small and Medium-sized Enterprise Statistics UK 2005, published on Thursday 31st August 2006:
SME Statistics UK 2005: Statistical Press Release (PDF document 56KB)

Here are the tables themselves containing all the data relating to the UK and Regional press releases:
SME Statistics UK and Regions 2005 – Excel Tables (Excel spreadsheet 1027KB). Also available as a ZIP file (233KB)

All tables show the number of businesses, employment and turnover, in each category, broken down by the number of employees. Table 1 shows private sector / Government / non-profit, Table 2 shows companies / sole proprietorships / partnerships, and Tables 3-6 show breakdowns by the Standard Industrial Classification, with 6 the most detailed. Tables 7 to 23 give regional data.

Finally here is the methodology note describing how the statistics are produced:
SME Statistics UK 2005 – Methodology and Accuracy (PDF document 66KB)

SME Statistics 1995 to 2004

SME Statistics publications from 1995 to 2004 are available on the Small Business Service web site www.sbs.gov.uk/smes