We've been members of the Federation of Small Businesses for many years. A friend of mine had an HMRC investigation and although they found nothing wrong, it cost him a fortune in accountancy fees.
The injustice of it made my blood boil, but that's how the system works - same as if you get called for jury service the pitiful allowance you get probably means you get penalised more than the one in the dock.
I joined the FSB the same day, been a member ever since. If I get caught up in an investigation (and it can happen to anyone, self employed, Ltd co, LLP etc) the FSB will provide expert help to deal with the HMRC and it won't cost me any more than the annual membership fee.
There are lots of other benefits, of course, including free business banking but for me the above is the reason I will always be a member.