Knightsbridge FX provides better exchange rates than what you;ll get from banks. This is important, as banks will add markups as high as 2.5%. This really adds up when transacting in large amounts. Just sign up on their website for free, verify your identity, lock in an exchange rate (free quote).
Aside from providing currency exchange, Knightsbridge FX also has a ton of useful information on their site, including bank guides, currency rate calculators and update Forex news.