I want to sell my bg,nat grid and centrica shares now ,how do i do this and where>

I am presuming that you hold your shares in certificated form and not through a broker or nominee service, as if that was the case you would just be able to ring them up and ask them to sell them for you.
It can be quite expensive to sell shares in certificated form, as opposed to holding them electronically through Crest, so a good place to start may be to contact the Registrars for the companies to see if they offer a cheap dealing service.
Details for the Registrars can be found on the share certificates. It is Equiniti for BG and Centrica, and Capita for Nat Grid.