He left Birmingham at age 18 to study at the famed Royal Academy of Dramatic Arts in London, going on to make a name for himself on the London stage.

Lester is probably best known in the United Kingdom as big-time con artist Mickey "Bricks" Stone in the BBC TV series Hustle, and in the United States for his role as campaign manager Henry Burton in Mike Nichols' 1998 film Primary Colors, based on the novel by Anonymous (Joe Klein). His character is believed to represent George Stephanopoulos. This part earned him a Chicago Film Critics Association award nomination for "Most Promising Actor."

Lester appeared in Kenneth Branagh's Love's Labour's Lost, an adaptation of the eponymous William Shakespeare play, set in the 1930s. The film itself was poorly received, but Lester received a British Independent Film Awards nomination for his performance.

Also, in The Day After Tomorrow, Lester has a minor role as Simon, one of the three researchers who drink a toast of "Twelve-year-old Scotch" shortly before freezing to death. Lester also appeared as Ellis in the hit sitcom "Girlfriends" from 2002-2003. He played a movie star who dated Tracee Ellis Ross' character ,Joan.

In late 2005 Lester had a major guest starring role in Channel 4's hard hitting police drama, The Ghost Squad.

Lester is married to actress Lolita Chakrabarti, and they have two daughters, Lila and Jasmine.