My recommendation in London is the Kew Bridge Steam Museum. Unfortunately, it's a ways outside the city and not all that convenient to get to. But you get to see these giant steam engines running! I think it depends on what day of the week so you might want to check that.

Everybody I've ever suggested this to has not done it!

You might want to check with your bank but mine gives me good rates at ATMs when international. That's how I've tended to get cash. But it probably depends on your bank and what kind of fees they have.