I played him in the Fall of 2009 at the Good Theater in Portland, Maine. And yes, I did a British accent. I also spent hours watching video of Frost to get his mannerisms and physicality.
One night, after a show, a woman approached me and said something nice, I can't remember what. I thanked her and she responded with surprise at my American accent, assuming I was really British. That's what spending your formative years watching Doctor Who and Monty Python gets you. Well that and summers in Engfland with grandpappy as a lad...
*drifts away into the verdant green fields of Britain*