Just have to chirp in with all the comments about forex. The best place I've found for forex is called (yes, I know, sounds dodgy) BestForeignExchange.com. Order on their website -
http://www.bestforeignexchange.com/fast_track_new.php - and go to the shopfront to pick it up the same day. They are actually 'Thomas Global Exchange' but operate BestForeignExchange.com with slightly better margins.
I've been to both their Victoria and Charing Cross (Strand, right beside the Vaudervilla Cinema) and they are no problems as long as you take a screenshot/printscreen of the rate before you arrive (sometimes they can't find the order = too lazy to look it up) and explicitly mention you want the BestForeignException rate. I've yet to find a place with better rates. Used them 7-8 times and will keep using them.