I suggest just stopping at an ATM while in Europe. Your bank then gives you the going rate and you get charged less money. Going to a US bank, they usually charge $8-$10 transaction fee where an ATM might not charge at all or only charges a couple of dollars.
gave the best exchange rates. Plus, you don't have to pay a commission converting it back. Just get a couple of hundred euro at an ATM after arriving there, as the poster below suggests.