There are several ways to do this pragmatically:
<?php echo chr(163); printf("%c", 163); echo "£";
Another way to do this “manually” is to save your files in UTF-8 encoding.
See here for more details.
Here is a screenshot of the results:

As stated in primatology, if you intend to exit in HTML, be sure to include the correct encoding header for HTML. This should be inserted between the <head> tags.
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
source share