The GRO and local ROs accept credit cards and the currency conversion rates are often the best that can be obtained. The GRO will accept some Debit Cards as well. However, not everyone has or uses credit cards, nor do they have an account where they can write cheques in Sterling currency. The author of this web page has an overseas account which allows him to do so, even though he doesn't reside in the UK. If you need a check in Sterling, consider:
International Currency Express in the US which charges only $5 for a Sterling cheque. US toll free telephone 1-888-278-6628, Fax: 1-310 278-6410, address: 427 North Camden Drive, Suite F, Beverly Hills, CA 90210.
Postage stamps are another currency issue. Your non-UK postage stamps aren't valid in the UK for mail. Many agencies want two or more "International Reply Coupons". You might find it easier to order some postage stamps direct from the British Post Office.