This isn't a complete list of places but it's a good starting point:
http://travelmoney.moneysavingexpert.com/
I bought mine from Cheque Centre (chequecentre.com has a store locator) as their rate was the highest on the high street that I could find at the time, better than M&S/post office/any of the travel agents. I think there are similar places elsewhere; chains that do cheque cashing, pawning and the like usually do currency exchange aswell.