Toni
You will find that many shared hosting providers have problems with busy vb sites - sometimes because of the actual site and sometimes because they don't have the servers optimized as they 'could' be. If your provider hasn't optimized mysql he can take a look at mysql's suggested configurations on his server tell him to run
locate *.cnf
This will show files such as my-large.cnf and these can be a starting point to making sure mysql is handling all it can, however a big forum can cause problems even to an optimized mysql server.
A word of caution on getting a dedicated server is that it is a huge step from shared hosting, administration of the server, security and much more - it will consume either your time or cash to manage it.
As for price, shop around, you get what you pay for in the hosting market, if you want UK based then it's doubtful anything under £250 a month is going to give you any where near the support you will need. Servers less than this tend not to be 'fully managed' and you will be left to do some admin on your own.
You may want to consider a Virtual Private Server (VPS) they are a half-way house between shared and dedicated and usually VPS providers will expect to do a lot more hand holding. You'll pick up a VPS for around $45 a month
I would suggest dropping an email to a few VPS providers, let them know your bandwidth, forum software type, unique visitors per day and if you can get it the peak levels of your MySQL connections, your host may be able to provide the last one but that depends.
Also check out webhostingtalk.com and see what you can find there.
Gary
