You can keep your US account -- your ex can deposit the cheque into there (or can have a direct debit set up). You can access that money with your ATM card over here (though beware that you'll probably, depending on your bank, be charged about $5 whenever you withdraw, so it's worth it to take it all out at once) or you can transfer that money to a UK account using PayPal. If you transfer the money to your DH's UK account, he can get it out for you (or you can use his ATM card) until you get your name on the account (which, frankly, could take quite a while depending on your situation and your DH's bank).
In the short run, it's probably best to maintain your US account. Once you're settled over here and have your own account or have been added to DH's, then the ex can send a cheque over for you to deposit here.