I'm just looking at a history of recent by-election polling. Ashcroft's Feltham and Heston poll was surprisingly accurate; within a couple of points of both the Labour and Tory percentages. Survation will probably release a poll at some point too. They were even more accurate in Feltham and Heston; they understated Labour and overstated the Tories each by a single point.
But yeah, quite a lot of by-election polls have been....well, pretty ghastly. Probably most notably the two polls for Glasgow East in 2008 - they both predicted an easy Labour hold.
For posterity:
Oldham East & Saddleworth
ICM Lab 44%, Lib 27%, Con 18%
Populus Lab 46%, Lib 29%, Con 15%
Survation Lab 41%, Lib 40%, Con 8%
Actual Lab 42%, Lib 32%, Con 13%
Barnsley Central
Survation Lab 63%, Con 13%, UKIP 9%, Lib 6%, BNP 4%
Actual Lab 61%, UKIP 12%, Con 8%, BNP 6%, Lib 4%,
Leicester South
Survation Lab 61%, Con 20%, Lib 14%, UKIP 5%
Actual Lab 58%, Lib 22%, Con 15%, UKIP 3%
Feltham & Heston
Populus Lab 52%, Con 30%, Lib 10%
Survation Lab 53%, Con 29%, Lib 7%, UKIP 7%
Actual Lab 54%, Con 28%, Lib 6%, UKIP 5%