I can't give you current prices of cigs in Crete but I can tell you that you're theoretically allowed to import an unlimited quantity of cigarettes from Greece, as long as they're for your personal use.
HMRC have issued guidelines regarding the maximum quantities of cigarettes that they'll normally accept as being for personal use, without asking any questions. The relevant figure is 3200. However, they might still want to question you about whether the cigarettes are for personal use if you bring back several different brands (even though the total quantity might not exceed 3200).
There have been countless questions, here on AB, about how to get the best rates for euros. Most people agree that you get the best rates by simply using your debit or credit card at a local ATM. Some card issuers make a charge for using overseas cash machines but, even allowing for this charge, you'll still get a better deal than by using a bureau de change, either in the UK or overseas. However, some banks make no charge, with certain accounts, for using a debit card abroad. Many people, for example, open a Nationwide FlexAccount specifically for their holiday funds.
If you want to arrive in Crete with some euros already in your pocket, the most widely recommended bureau de change seems to be Marks & Spencers. If your local M&S doesn't offer exchange facilities, try your local Post Office.
Chris