Do check whether commission is charged or not. Generally the places with the best rates charge commission, those with not as good rates don't. It can work out better for you to exchange on no commission than go somewhere with better rates and pay out a lot in commission.
I have found http://www.bestforeignexchange.com to be the best - no commission and much better than Travelex , M & S or the post office. However they are London based which means a £7.50 fee to be paid for posting by special delivery mail if you cannot get to one of their London offices.