I get paid in Euros to my RBOS account in the UK. (resident in the UK). It turns up in pounds. For my allowances, they must go to a Euro account. I set up one with Lloyds TSB Offshore. Fairly painless to do, just have €2000 to put in it.
Untill I had that account running, I received a cheque in € for the allowances/per diems.