We always take a small amount in Euros for the first day, but the rest we take in sterling travellers cheques. Not sure about Zante, but in Kos you get a much better rate on Sterling Travellers Cheques.

Just to echo Dougie's post....take enough cash (Euros) for the first day, then the rest in Travellers cheques, with Sterling being the best option for your cheques.

Unless you're going somewhere really off the beaten path where there are no machines, you'll get the best deal by using ATMs. Your bank should convert whatever you withdraw using the official rate for the day, which should be a lot better than any money exchange will offer, and then just add a small fee on top. If you bank with Nationwide, there's no added fee, but most others have a minimum, so it's best to withdraw enough to last you a week or so, rather than taking a bit out every day and paying a minimum charge each time.

ATM locations can be found on the ATM thread in the General Holiday Enquiries forum