This is a great site if you are searching for the burial or memorial of your fallen ancestor. Some of them also give information of Family and addresses. It isn't only UK based it covers other countries too. http://www. roll-of-honour.com/
I don't know if I should put this here or not, but it is definitely related. One of the most hauntingly beautiful paintings I've ever seen hangs in the Australian War Memorial in Canberra. No matter how many times I visit I always make a point of standing and contemplating for a few quiet and private minutes. Check out: http://www. awm.gov.au/collection/ART09807/
A quality print of The Menin Gate at Midnight hangs at my old workplace, Victoria Barracks Melbourne, and yes it is hauntingly beautiful. And having been to Ypres and watched the firemen buglers play the Last Post, as they do every night, makes the portrait even more poignant.
The Commonwealth War Graves Commission website is also an excellent place to search for fallen military ancestors see http://www.cwgc.org/ And in commemoration of the centenary of the start of World War 1 they have created a new web-site Discover 14-18 see http://www.cwgc.org/discover1418