I wouldn't dream of changing a wheel by the roadside. I would just call up the RAC and have them come out and do it. If you are on a motorway or busy trunk road, you are strongly advised NOT to try changing a wheel yourself, as you risk death or serious injury in doing so.
I've seen people trying to change a wheel in some pretty stupid places.
If you have no choice but to change a wheel on the motorway hard shoulder yourself, you must contact the control centre via the nearest emergency telephone first. As soon as a highways traffic officer or Police vehicle is available, they will attend to offer what protection they can.
I have seen offers through Groupon for a year of very basic breakdown cover for £17.50. Of course, the coverage is dismal, and there's a great deal of sense in having a more comprehensive recovery subscription, but I would think anything is better than nothing. What's your life worth?