JG has offered sound advice. By far the cheapest way to get hold of euros is simply to use the local ATMs when you arrive. Some bank accounts allow you to use your debit card overseas without charges. (Many people open a Nationwide FlexAccount, or a similar account with other banks, just for their holiday money). However, even if you have to pay charges for using your card, you'll still get a better deal than buying euros in the UK.
If you insist on getting hold of some euros before travelling, Mark & Spencer are frequently recommended for offering the best deal. Otherwise, try the Post Office.
Chris