>I was just looking at the site linked from the howto and couldn't see what they were giving me that using companies house directly didn't
Worse they give you usually less as many formation companies keep the "webfiling auth code" for themselves and you will have to do all Companies House related administrative tasks through them (most likely for a fee).
Retrieving your webfiling code in that case is just hassle you wouldn't have had if you incorporated yourself in the first place.