I can only assume that VHG's pathetic response did not answer the question.
If you are wondering where to exchange your money - at home or abroad - I always take sterling to the destination country when travelling to Asia. Exchange rates in Malaysia (as they always are in Thailand) are always much better there than at home. You can even exchange your money before leaving the airport in Malaysia.
If you would prefer to have your travel money before you fly, arrange it at least 48 hours before with Travelex (you can do it at their website) and you are guaranteed the best rates and zero commission. Best of all, you pick the money up your choice of UK airport/terminal.