For anyone who lives in London and sends money back to the states there is a really good electric store next to the dominion theater (we will rock you is on there or was) its just off Oxford street, its a large store they always do above what the banks and travel agents exchange rate is, if you live in London its worth going in to exchange your money there.
Hope it helps anyone who is looking for a good exchange as it seems to be not that good at the moment.