taikoo-
The Times Online has a good summary of what should be included on a CV here:
http://www.timesonline.co.uk/section/0,,8171,00.html or
http://www.kent.ac.uk/careers/cv.htm (more information- and has a TON of examples if you scroll to the bottom and click on examples)
I would include that your nationality and work status should be included at the top with the other information on phone numbers and the like. I have seen British CVs with birthdate listings- this, along with nationality, is almost never included on US resumes because of our disclosure laws. When you post your work status just put "Legally Able to Work in the UK"- hopefully this will get around questions of the HSMP thing. I dont know if one HAS to have nationality listed, but mine does and Ive never had much of a problem.
Please also note that the Kent website has examples and help for writing cover letters. These are extremely important for applying to jobs in the UK. You can write out a few standard ones depending on the job you are applying to and then change according to the company you are applying to. Writing a few of these before you go, and ensure that the english is perfect in the letter, will help speed up your process immensely.
Hope that helps!