This one first:
> Do I really need to change them?
This depends on your market. Do you get more visitors/revenue/posts (whatever you most value) from the UK, or from the world at large? Do you want to get more from one or the other? Can you get more from the global market, or is it safer to compete only in the UK market? These questions, examined under the harsh light of reality, are what determine the answer.
> At the moment I'm using htaccess to redirect all incoming to www.example.com which works except for subdomains.
I assume that this is a problem? More details, please. You may need to change your code, or to copy it into the subdirectories where the subdomains are 'pointed' by your control panel, in order to redirect subdomains. But bear in mind that "www" is also a subdomain, and www.sub.domain.co.uk is a sub-sub-domain -- and it is hard to remember, harder to type, and looks silly as well, IMO.
> What is the best way to change them around?
Redirects in the top-level .htaccess file(s) for all domains and subdomains, as required. This is what you're already trying to do, but it seems that something about the configuration is just adding a bit of complication...