I set up a bank account with Barclays Wealth via my bank back in SA (which happened to be affiliated with Barclays). I got the tip from friends, and when I asked the person at the branch foreign exchange desk about it, she gave me the details of a person at their personal banking branch, who was able to set it up before I arrived in the UK. I left it a bit late, so my card was sent to my UK address, but if I applied earlier I would even have received my card and PIN before I arrived here.

There is a charge for my type of account of GBP5 per month, but at least I'm not locked in for a year as with the HSBC passport account (which also carries a charge).

I have heard that banks in other countries do that as well, it all depends on their international affiliations.

Good luck!