I would really love to do something like this:

http://www.wisdompanel.co.uk/wisdom-panel-2-0/

I would love to know exactly what my girl is, she is a Lurcher, but we are not sure exactly what mix she is.

Has anyone had the DNA test done? It's a bit on the pricey side, but I am not sure there is another way to satisfy my curiosity?

Pets at home sell swab kits for around £40....swab your dogs mouth, send it off and they send you the results. my sister used this very recently are her results came back ( for her little mongrel) stating 4 distinct breeds. how accurate? they claim it is.

That's quite cool imo. Considering you have a dog for life, it's not a huge expense.
I would compare different products and prices. That said though Pets at Home might do their own, cheaper kit, they charge nearly £10 more that Amazon for the Wisdom Panel test.
Apart from satifying curiosity, knowing the breed mix might help identify health/temperament issues to watch out for.