They send you cheques automatically, I know what the envelopes look like and feverishly open them as it could always contain the big one. I've got quite a few and in 2010 collected £550 in prizes - it didn't get me what I'd get in higher bank interest but then a single big prize could alter that.
I'd check that your bonds are registered at your current address and be inclined to chop them in and buy a big block of consecutive numbers (I think the min is £100 now) - it shouldn't make any difference as the numbers are random generated but I think its like giving a drum of raffle tickets a good stir. Have a look here & good luck http://www.nsandi.com/savings-premium-bonds