I've started taking my withdrawals in dollars (you get the option to take pounds or dollars). This works out better for me as Nationwide gives me its exchange rate instead.
Will see if I can find the figures - I did an experiment a while ago - taking out $20 in dollars and pounds and comparing the difference once it hit my bank account.
Right, got them... Withdrawals were made one after the other ...
$20 withdrawn as pounds using 888's rate = £12.18
$20 withdrawn as dollars using my bank rate = £12.58
Unfortunately there isn't an option to deposit in dollars so still stuck with 888's unfavourable rate there. I guess Andy's Netteller option would be good for regular depositors.
As my granny would have said "look after the pennies and the pounds will look after themselves"