One thing I can suggest is to look at the job board on Gumtree.com
I have found several jobs this way.
You can find an entire section dedicated to posts looking for "Drivers, Riders, and Couriers" here: http://www.gumtree.com/drivers-riders-courier-jobs/london
By identifying the companies that are recruiting, you can then look them up and open up a dialogue via email to find out whether they would be likely to sponsor your visa.
Another option would be to use the social network LinkedIn.
You can filter companies by type and location, and this will help you identify the courier companies based in London that recruit in this way.
I'd also recommend you have a read of the UK Border Agency's "Sponsorship" page to get up to speed on requirements and how the process will work.
I would also say that it's worth exploring different job markets - don't limit yourself to just working in the courier industry. The companies most willing to sponsor a visa will be the ones struggling to source employees from within the UK, and will be happy to meet that extra cost.
So the wider your skill set and the more targeted it is to markets with large growth/smaller talent pool in the London area will be a very smart move for you indeed!