A small word of advice that most people dont actually bother trying. When dealing with the money changers you can actually *haggle* with them and get better rates. On small amounts you can get a few extra dollars. On larger amounts it can be several hundred dollars.
There are 2 types of money changers. Those owned by mom-pops that are actually working there (you can usually tell by the age of the man or woman serving you); these shops tend to be dirtier and more run-down looking...And then there are the types owned by absent bosses, these are usually manned by younger student looking types; these shops tend to be much much cleaner looking.
The younger ones working in clean looking shops (just working there) have no empowerment and will just quote you the standard price and will not budge from the quotes.
The older guys with dirtier shops, they are typically ones that actually own the business will do whatever deal is possible to get and keep your business. Find the dirtiest looking money exchange shop with an older man/woman manning the place and try it :
If you are going to exchange more than a few hundred, then give it a shot -- ask for a better rate or name your price. More often than not, you will get a better rate than original quote.
HC