I have to say, I find small skipper and Essex skippers very much easier in real life than in photos! As they age they become superficially more similar too, and females especially have quite variable antennae that are difficult to judge from a single angle.
Since these butterflies are in a local field and form sedentary populations, my advice would be to spend time observing them closely and building up an experience base here and in other fields, rather than concentrating on photographs. Points to note are:
Males are easy. The sex brands (the dark line in the middle of the forewing, absent in females) are quite different. In small the brand is long and plunges down across veins near the base of the wing. In Essex it is short and parallel to the cell vein. Thus, while there are still both sexes around, track down some males and establish the presence of at least one of the species.
Although the antennae of Essex skipper are often described as looking as if they have been 'dipped in ink', many individuals look quite different from this, having generally dark antennae that are not well demarcated. The really crucial bit, as Pete said, is just under the tip. In small skipper this area contains a reddish or buff or pale brown patch. In Essex it is sooty all around the tip.
Essex skippers are slightly smaller in general and don't seem to have such size variation. Large, bright individuals are nearly always small skippers - and these occur regularly in some populations.
Essex skippers typically have a more singed, strawy appearance, with dark lines coming in from the edge of the wings. This is not really diagnostic, because both species can have this look, but it does form part of the overall jizz of the species. In fresh specimens the underside of the forewings shows much more contrast in colour between the green/grey apex and the orange in small skippers than in Essex (thanks to Tim Cowles who first pointed this out to me).
Note the grass species in the area. When I lived in Suffolk, small skipper was the common species in areas where Yorkshire fog grew. Essex skipper doesn't take Yorkshire fog, I think, but does eat creeping soft grass (which small skipper also takes). However, in coastal regions, dominated by cocksfoot, Essex skipper was the main or often sole species - I don't think small skipper takes cocksfoot.
In the South of England these are both common species and I think it's worth spending plenty of time becoming thoroughly familiar with them!
Guy
PS - for what it's worth, I'm also inclined to go for Essex for the first three pictures but I wouldn't be embarrassed to find I was wrong. The last two are just at the wrong angle for me to feel any confidence at all!!
... just don't ask me why 
