This question comes up quite often. There seems to be general agreement that the best way to get foreign currency is to use your card in a cash machine abroad. As Almcd007 has indicated, you should check on any charges from your card issuer but, even allowing for such charges, it still tends to be cheapest. (Many sources, including the travel press, recommend opening a Nationwide FlexAccount and putting your holiday money into it. Nationwide don't charge for overseas withdrawals from this type of account).
Avoid the bureaux de change at airports. They give a poor rate and charge high commission.
One of the best places for decent exchange rates (as recommended by the travel press and AB contributors) is Mark & Spencers.
If you don't have a convenient M&S bureau de change near to you, the next most popular option, as suggested by Tubeway (and many others), is the Post Office.
Chris