You do realize the UK shifted to oil and gas right? While these are more expensive to consumers - or rather, not subsidized through taxes to the same extent - the country actually makes a net profit from this industry.
The UK has most definitely not shifted away from a dependency on coal - ~30% of electricity generated in the UK is from coal (a lot less than it used to be, but no way is that going down to zero any time soon).
http://en.wikipedia.org/wiki/Oil_and_gas_industry_in_the_Uni...
By all means though, if you want to undo Thatcher's actions and return the UK to a 19th century coal society, be my guest.