How can I get the best exchange rate when I go to America from Japan and vice versa?

Can you answer flyable penguin’s question about Currency Trading?:

I will go back home for a little bit this summer and was wondering what the best ways to exchange money are. Japan’s airport doesn’t seem too bad but I hear airports are one of the worst places. Traveler cheques apparently give you a little better rate. Exchanging through banks sounds like you get the best rate but I’m also wondering good ways to do that. Then what are good ways to sell your dollars again when you go back to Japan?

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