Ah OK, teaching people to suck eggs and all that, sorry.
Just taken a peak at MoneySaving Expert.com -- long discussion largely negative and backing up your position but one guy says:
"I have 3 linked accounts with Citibank, in euros, sterling, and US dollars. No fees and no exchange loading."
Might be worth investigating.
Yep...he has foreign bank accounts that are linked then...
Foreign bank account would be one of doing it, easier said that done though.