Here's an older description, written before I had identified it. I currently (16 July 2010) don't have any growing, since I thought it was a weed and pulled it out,
but maybe it'll come back.
This appears to be some kind of thistle.
I'm not 100% sure that the photos are all of the same kind of plant. The first photo shows
something self-seeding out of the footpath. It has prickly leaves. The other three show
another plant, rather ungainly, growing out of a garden bed nearby. The head is developing
quite fat buds, and the leaves around them are also prickly. I'll add to this page as I
discover things.
By 29 January 2009 I had come to the conclusion that this was a weed. In
particular, the flowers aren't nearly as big as I expected, and they don't last long. The one
in the middle is the one in the photos above, and the one on the right had just started
blooming today: