I get tested in a lot of different places, as I'm a mystery shopper for sexual health clinics, but when I need to get tested and I think I've been at a decent risk of exposure I go to 56 Dean Street clinic in Soho, London. It's a clinic aimed specifically at the LGBT community and I recently helped train stuff in trans* related stuff so I feel much safer there.
I get a full blood panel done, including STD's and STI's, a couple times of year. My doctor is big on blood work. If she weren't I'd still be getting tested once a year by request, or by going to Planned Parenthood.