Phoenix, I've used HSBC and Citibank globally and both been great... good rates and transfers to your accounts elsewhere are instantaneous. None of this being held to ransom for 4-5 business days while "funds clear" (they finish night-trading with your $$!).
Alternative is the Tax free zones as mentioned above but be aware of the "IBAN"-International Bank Account Number which is an internationally agreed means of identifying bank accounts across national borders, including the M.E. shortly (if not already).