In general a UK student wishing to do a PhD in the sciences or engineering should be able to start a PhD with a 2(i) and no further Masters qualification. In the arts and humanities it is more common to do a Masters degree first.
These things tend to be very subject specific, as the level of funding available determines how difficult it is to get hold of. Ask your current tutors what they would recommend and then post what you find out here - don't forget to mention what your subject area is.