hector,
don't change your pounds into pesos in lloyds, natwest, hsbc or any other place in the u.k.
get u.s dollar travellers cheques and some cash - it is better if the cash you get is in denominations of $20 and under.
don't use pounds here, they will change them for you, but at a crappy rate.
only change what you need when you get here. if you have some pesos when you leave, you can change some back to dollars, but keep the receipts the bank (banreservas) gives you.
thomas cook, etc. will change pesos into pounds, when you get back, but again at a crappy rate.
enjoy your holiday (or whatever other reason you will come here for)!