The National Grid
To minimise power losses when transmitting electricity of long distances, the voltage is 'stepped up' by a transformer to a voltage of 400 kV and transmitted over the National Grid, a nationwide system connecting all of the UK to the power grid. If you receive an electric shock from a voltage of 400 kV you will probably die. The voltage is out of reach on pylons and before entering your home it is 'stepped down' to 240V.
Despite stepping the voltage up to reduce power losses, about 7% of electricity generated is wasted purely in getting the electricity to the point of use.