In reply to corinrathbone:
South West Climbs is an excellent 'best of' book with selected climbs in loads of areas, many within reach of Bristol. It is a very recent book, so full of great colour photos, and more up to date information than the other books.
The Avon & Cheddar guidebook is more of a definitive guide to all of the climbing in the areas it covers, but is a bit older, so the crag diagrams are in black and white, and not quite as clear. The descriptions are easy to follow though.
It comes down to personal preference really - do you want a modern selected climbs guidebook covering more areas with nice glossy pictures, or a definitive guide in an older style covering all of the routes in the area at the time of publishing.
Not sure about the Rockfax. I seem to remember flicking through it and noticing it had a section on Lundy but then no route descriptions for the area! A bit strange, but on the other hand Rockfax books are known for lots of nice clear pictures, so it is probably a good selected climbs book for the areas it covers. It is also quite a recent book.
Which book you go for ultimately depends which particular areas you are likely to want to head to.