This story from the BBC has some pretty good suggestions about how to plan for your currency exchange before you arrive at your destination.  It may still be smart to research the local cultural and currency exchange outside of 'official' channels.  For example, if you travel to Caracas, Venezuela you will be met with a host of locals attempting to exchange Bolivars. Keep an eye out for Bolivar Fuentes (you want this one) and old Bolivars - their value is different) for hard currency at a much superior exchange rate than is officially quoted.  Keep in mind your personal safety and security and use common sense when making such exchanges.  Better yet, establish a local contact, perhaps through the hotel staff where you will be staying who may be able to put you in touch with a local resident who will be happy to arrange a mutually beneficial exchange.