Upvote:6
Unless you are extremely price sensitive, use any ATM you see. Meaning, don't 'exchange' your Euros.
You will always get the best combined rate (exchange + fee) from any random ATM than you will at any exchange desk.
If a few euros and cents are meaningful to you, you will have to locate an ATM at a bank or on a network that has a favorable relationship with your home bank. This will save or possibly eliminate the transaction fee.
Also keep in mind that all the trains to London take credit or debit cards.