I have gone the opposite way, from the US to the UK, and FedEx is the best, but it isn't cheap. None of them are cheap. FedEx had a full bike to England in 4-5 days, if I remember correctly. I think the cost was somewhere in the neighborhood of $230 for a 32 pound bike box.
It is a true pain in the ass, though, but worth it for those guys across the pond with the exchange rates or if you found something that you absolutely can't live without from over there.