Used the exchange houses for years but after a disastrous experience much like Form 717, I called it quits. The best rate was about 3.675, but now I just pay a little extra with my bank and forget the hassle.
One of the other issues is money coming from the ME in the last few years. With an exchange house, there are more questions these days and bank statements required with some of the receiving banks. Delays etc. It turned out to be too much work.