This question occurs often. Most people seem to agree with the following:
1. The best way to get Euros is to use your credit or debit card at an overseas ATM. With some types of account, you'll be charged by your bank for an overseas cash machine, but it still works out cheaper than paying the transaction charges at a bureau de change. Many people open a Nationwide FlexAccount, specifically for their holiday money, because this account doesn't charge for overseas withdrawals. (There are alternatives, with other banks, but the Nationwide product is the best known one).
2. The best rate for Euros, within the UK, is often found at Mark & Spencer.
3. If your local M&S doesn't offer exchange facilities, the best alternative is probably the Post Office.
Chris