It's always best to use as much of the electricity you generate as you can - you get paid for generating it at 43.3p per unit and might save 15p per unit on electricity from the grid.
Also, in almost all cases there's no import/export meter installed and the payments you receive for exporting electricity to the grid are based on an estimated amount (typically 50% of what you generate, so £30 for a system generating 2000 units per year). So, you get paid the same for 'exported' electricity whether you actually export 0% or 100% of what you generate.
We've had brief discussions about using PV to heat water through immersion heaters and I'll look into it a bit more. In theory it's a good idea if you can get close to matching production from your PV system with the requirements of the immersion heater (which may be possible with larger systems in summer months), but generally (as you probably know) it's cheaper and better in carbon emission terms to use gas and a condensing boiler to heat water than an immersion heater fed by grid electricity. The economics may change too for people off the gas network using other fuels to heat water.
Will do some research.