You should be able to just update these values directly on the checkout page in design view, the labels for the various elements or parts of the site can be changed like this.
When it comes to removing the state/province select list there are a couple of things you would need to do. First you can remove the element itself, then you will need to get rid of the validation for this element. The validations on the checkout page are:
at the bottom of the page:
var spryselect2 = new Spry.Widget.ValidationSelect("spryselect2", {validateOn:["blur"]});
var spryselect4 = new Spry.Widget.ValidationSelect("spryselect4", {validateOn:["blur"]});
Then on the confirm page you will need to find the validations there and remove them:
$WAFV_Errors .= WAValidateRQ(((isset($_POST["state_province"]))?$_POST["state_province"]:"") . "",false,18);
$WAFV_Errors .= WAValidateRQ(((isset($_POST["shipping_state_province"]))?$_POST["shipping_state_province"]:"") . "",false,28);
This will allow you to get into the checkout without this field being required. However this value is used by the checkout and shipping server behaviors on the confirm page and they may not function correctly without them. This is probably not a big deal since you will need to update these any way for your UK local.