If you are close to the Home Office regional offices in Liverpool, Glasgow, or Birmingham, I would recommend doing it in person. You need to call to make an appointment, but you will get seen very quickly, and walk away with your visa after just an hour or so waiting. I did mine in Glasgow, and it couldn't have been easier or quicker. You can also go to the main office in Croydon (no appointment required), but you have to arrive very very early, and wait in line for hours and hours! It DOES cost a bit more, but the upside is that you will be able to work immediately, rather than waiting for the post, which can take awhile.
The numbers to make appointments at the regional offices are as follows:
Glasgow: 0141 419 1258
Birmingham: 0121 704 5450
Liverpool: 0151 237 0405
-kate