That's the pain part. First, you go into a branch of your choice (you can sign up online and they will send you the information to the address you put on your application). I knew where I was living here in the UK before I left so I had the info sent to my UK address. You are pretty much automatically approved. I then went into my local branch and they photo-copied my passport and my visa. They give the photo-copies back to you and you send them to the Lloyds TSB headquarters (the person at the help-desk will give you the information). They then check to make sure you are not on a stolen passport and in about a week, you will receive an official letter from the Lloyds TSB headquarters. You can take this letter to the bank.
You do NOT have to deposit anything but they will want to complete the process with you. They issue you a Visa electron debit card if I am not mistaken and they give you free checks and deposit slips as well. These are ordered for you while you complete the process. This is also the time when they ask you if you want to insure your mobile (it's part of your account perks) and if you want a Euro or Dollar card (I actually chose both and both were sent to me). They will go through all the other additional perks that come with your account as well and tons of booklets as well. They will ask you if you currently have a job and will take the details from you and tell you to give your employer your sorting code and account number so your check can be deposited directly into your account. If you do NOT have a job, then you will have to make a deposit in your account.
I received my checks, debit card, Euro card, Dollar card and deposit slips (all separately) the same day about a week after I finished signing up for my account. They send all this information in plain brown envelopes. A pin is picked out for you but all you have to do is go to any Lloyds TSB cashpoint (there are plenty in the branches if you are not comfortable doing this on a street corner) and change your pin to what ever you like. If you need any additional information, let me know.
I have banked with them since I have been here and have been very pleased.
ETA: If you want to sign up for online banking, that's another whole can of worms. You have to initially sign up online, they will send you a piece of paper to either fill out and return or you can call and give the information over the phone to a customer service rep. Your user code is sent out (numerical) and remember the password you chose because this is what you use to actually get into your online banking along with the user code. Then you have to choose a memorable information password (a combination of letters and numbers). Write it down somewhere and place it where you can find it because every time you sign in online, after completing the username and password, they will ask you three random letters/numbers from your memorable information and there is no rhyme or reason. I think every bank in the UK does this in terms of online banking. It's to prevent fraud.
