The usual advice, given here on AB, is that you get the best exchange rate by simpling using your debit/credit card at an ATM in the country you're visiting. (Some bank accounts, e.g. the Nationwide FlexAccount, don't charge for using your card overseas. Many people open such an account specifically for use while travelling).
On the High Street, exchange rates vary but you'll often find the best rates at those branches of Marks & Spencers which have exchange facilities. Otherwise, the Post Office is widely recommended.
Chris