Are we talking cash or bank balance?
If bank, consider an online transfer service like HiFX or "currency online"... They offer pretty good rates, low fees and if you're sending a large enough amount and can "wait", you can place an order that will hold until the exchange rate hits your requested rate.
If cash, that can be a bit hit and miss... Hole in the wall money changer, but have your conversion amounts precalculated so you don't get screwed or miss them adding fees etc. Also, recount the money yourself before you walk away from the counter.
The safe route is just using the bank, but that comes with associated costs like fees and crap rates.
Maybe, if you don't look too dodgy
, you could try approaching travellers hanging around looking at moneychangers (or backpackers??) If they want to swap some currency??
