I've used xe.com for several small (<$10,000) transfers with no problems at all, and back in 2005 we used www.sterlingexchange.co.uk/ for a much higher amount when we were purchasing property in Canada, from the UK. They were excellent, too, but that was a long time ago and a one off experience so I'd be nervous to say I'd still recommend them
I've used Xe for smaller amounts under $10,000 and was very pleased. For larger amounts I've done a bank transfer cost a small amount on each end, but when I checked after I'd done as well as using Xe (rate wise) and it was done in a day instead of 4 days.
we previously used caxton- they were very good, and offered decent rates (and they had a facility wjere your money could sit there until it hit the rate youwanted, then they'd exchange it IYSWIM) Thiswas a few years ago now, but I'm sure they're still good.