While you can incorporate in "England and
Wales", I think you need to
decide on one or the other for the registered office.
Ok, now I'm not so sure about that... the Companies House website
seems to suggest you can have "England and Wales", "Scotland" or
"Wales" (although strangely, not "England"), whereas the Charity
Commission website seems to suggest you have to choose between either
"England" or "Wales" (things are slightly different if you want to
incorporate in Scotland). Companies House is probably the more
reliable source, but someone should probably clarify it...