If I decided to go down the income proof line to get my non O by marriage rather than start shifting money around to satisfy the savings test, who do I go to to get the proof of income if said income is earned in a country other that that of which I am a national?

In my particular case I'm British but resident in France and have a French registered business - it's conveniently internet based so I still earn money from it while I'm here. I pay my Taxes in France so the British consulate would have no idea of how much i was earning.

You still go to the British Embassy and get the letter from them. But contact them first to see if they require any additional steps, like a translation of the documents.

I'm wondering what they would need, there is a slight problem as there is no PAYE in France. My last French tax return is for 2010, which was a bad year as I was laid up for over half of it unable to work, so the last one I have that would meet the criteria is for 2009, not sure if a few months bank statements would be sufficient.