I'd recommend having a few bob in my pocket before arriving, just in case. But for the bulk of my cash needs, I would head for a bank ATM with my ATM card, and withdraw Pounds that way. I always seem to get by far the best exchange rate in this way. You may want to check with your bank to see if they charge any "conversion" fees.
[This message has been edited by PremEx (edited 02-16-2000).]