You can always take out a personal pension or stakeholder pension and benefit from tax relief on contributions, but it will never be as good as a final salary works pension because in a company scheme the employer usually makes a contribution similar to the employee's contribution- maybe 7% of salary. Also the employer may top up the scheme from time to time and pays the admin costs whereas a personal/stakeholder pension levies some fees/sales commision.
Overall, I would say a company final salary scheme is typically worth 10-15% of salary.