Us foreigners living in London (especially an italian) receive a lot of visits from our countries, and of course the people visiting need a way to exchange currency and get sterling pounds: in the first months living here I've seen people horrendously scammed by high street change booths that gave ridiculous rates, more often than not complementing those with processing fees, commission charges, etc.
I first found change link on an occasion where I needed to bring to Italy around 1500 pounds. I went to my bank, and they offered me a change rate which was considerably lower than the published inter-bank rate, so I was looking for something better. On that particular trade, change-link saved me around 70 euros, which was pretty astonishing to me.
Since then, this place has become my (and my friends') one-stop shop for currency exchange: it consistenly has lower rates than other places, and we have never had any problems with them. Also, their web site ( http://www.change-link.com ) publishes their rates in real time, which is a very good thing to do: what you read on the site is what you get when you go there.
(Note: if you have time, though, specialized companies online seem to be generally able to provide slightly better rates: look at www.sendmoneyhome.org for a list). read more