I'm interested to know how many Aussies, Kiwis, South Africans,
Candians and Indians are currently living in UK. I'd like the estimate
split by the nationalities, and also an indication of how many of each
nationality arrive and depart each year. Any further information as to
the concentration on these nationalities in London would be fantastic.
Finally, I'd like the source for the answers referenced, preferably
from a Government census or other formal source.

Well, it's not up-to-date, but I the latest report I found on the UK
government's website
(http://www.statistics.gov.uk/cci/nugget.asp?id=766) was for 2002. 
Page 22 of the 2002 report
(http://www.statistics.gov.uk/downloads/theme_population/MN_no_29_v3.pdf)
says the following:
Incoming:
Aussies: 39,900
Kiwis: 12,700
South Africans: 27,100
Canadians: 8,600
Indians (lumped with Bangladesh and Sri Lanka): 35,700

Outgoing:
Aussies: 53,200
Kiwis: 18,100
South Africans: 10,100
Canadians: 12,800
Indians (lumped with Bangladesh and Sri Lanka): 6,900

Hope this helps!