You can walk into any Post Office branch and buy Euros, at quite a good rate of exchange. (Even the smaller sub-post offices seem to keep them in stock).
If you're exchanging cash then (as far as I'm aware) there are no formalities but some card transactions require you to present your passport. (Take it with you anyway, just in case you're asked for it).
Don't be afraid to use your debit card abroad though. You'll pay a fee but you'll probably get a better exchange rate, so there's no much difference in what it will actually cost you. (I was in Bordeaux, just for a day trip, last week. I used a combination of Euros from the Post Office and my UK debit card)
Chris