How do you get the best exchange rates on currency ?

Can you answer David L’s question about Currency Trading?:

My last trip to Europe was 5 years ago. I was told at the time the rate of exchange at the airports in Europe was a rip off. So I ordered by currency from a local bank, which claimed to “waive” the fee. After watching the rates until they were what I thought to be my best, I found that the bank used an entirely different rate, much to the advantage of the bank. Should I order currency here or wait to I get to England and Italy?

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