End of 2010 Update- The KA is no more! I am now the owner of a Renault Clio Alize, slowly going up in the world!
Here's a few things I've tinkered with on my Ford KA that I though would be useful to post. Hope it helps someone.
Valve cover gasket replacement. I noticed a burning smell when sat with the engine on, which seemed to get worse over time; one suggestion was that it was oil leaking from somewhere and dripping onto the exhaust and burning. Apparently one common and easy to sort out reason for this is that the seal around the valve cover, which I replaced. It seems to have fixed the problem.
Some Photos (taken on phone camera so not so good.)

Removing the valve cover, that big plastic bit, after unscrewed it required a bit of a knock with a spanner to come off

The old gasket was removed and the new one put into place, a couple of quid off Ebay

Then the cover is replaced and screwed back on. This is easier done if the clip to hold the HT leads is removed (red arrow.) A word of warning, these screws are torqued VERY low, I accidently sheared one off overtighteing it so currently the valve cover is only held on by three screws; it doesn't seem to have affected it but obviously it isn't ideal.
Outer CV joint.
The KA started making a slight grinding noise/feeling when going around corners, which can be indicative of a damaged CV joint. A quick inspection revealed that the rubber boot covering one of the outer joints had come away and was leaking grease, it obviously hadn't been off for too long and the noise wasn't too bad, but to be on the safe side though I decided to replace the joint. I have since driven a car where the CV joint was well on its way out, and realised mine probably wasn't damaged enough to actually need replacing, but never mind.
Some photos of the joint replacement.

Once the wheel is off and the brakes disassembled the clamp bolt (top) needs to be removed, and (using a crow bar or similar) the lower suspension arm (bottom) levered away from the hub carrier (middle). This took some force since the two parts had seized together in however many years it's been since they were last taken apart (if indeed they ever have been.)

Next you need to get behind the hub carrier, push the boot up the drive shaft (out of picture), and free the CV joint from the drive shaft. They're held together by a circlip, which took forever and a day, sweat and tears to remove (even with circlip pliers). You have been warned.

Once the circlip is removed the drive shaft needs to be removed from the joint. Apparently it should just slide out easily, however, this didn't happen on my KA. So the hub nut was screwed back on and knocked a few times with a hammer. This knocked the drive shaft out (above) and prevented it getting damaged.

Hub nut after being hammered, much cheaper to replace than the drive shaft :)