This is a frequent question. Since rates vary from day to day it's impossible (without actually checking all of the current rates) to guarantee that any one place will offer the best deals. However Marks & Spencer is frequently recommended as one of the best places to buy Euros.
If you've not got an M&S with foreign exchange facilities near to you, most people recommend the Post Office. Also Tesco often has some good deals on currency exchange, particularly when exchanging fairly large sums.
If you want to find your nearest M&S with currency exchange facilities, use the postcode finder here:
http://money.marksand...ravel-money/overview/
There's a list of the relevant Tesco stores here:
http://www.tescofinan...ey/store-locator.html
However it's usually best to get your Euros abroad, simply by using your debit card at an ATM. Some banks don't charge for overseas cash withdrawals (e.g. the Nationwide FlexAccount offers free overseas cash withdrawals). Others do, but the charge is usually more than offset by the better exchange rate.
Chris