Thanks KenJ. I downloaded SSDTSetup.exe and installed and nothing changed in VS2012 which confused me. It turns out that Microsoft have decided to confuse the hell out of everyone. SSDTSetup.exe only updates the database project templates and not the BI tools. I read various articles and discovered that what I needed was SSDTBI_V2012_x86_ENU.exe. After finding a number of Microsoft pages containing broken links I found this link
http://download.microsoft.com/download/5/C/4/5C4AFD6F-C26F-4E3A-8BE9-8AC43F9039E3/SSDTBI_VS2012_x86_ENU.exe. The installation was progressing well but failed with a 'Same architecture installation' error. The OS is Windows 8 64 bit and I have SQL Server 64 bit. The SSDTI package has x86 in the title but claims it will run on 64bit but I guess something is wrong somewhere.
In the original installation I chose to add features to my existing installation which failed. Having read the following
http://support.microsoft.com/kb/2000404 it turns out that I need to select 'New Standalone Installation' to get around the compatibility issues, this does not create a new instance just installs the BI components side by side.