Credit card and your ATM gives you the best exchange rates. However, beware that most credit cards charge you 1% to 3% fee per oversea transaction.

When we went to Europe fall of 2008. We got a credit card that does not impose extra fee for foreign use specifically for the trip. I think it was Capital One. After the trip we paid it off and canceled the card. Between that card and our ATM (I think our CU charge a few dollars per withdrawl so I made sure that withdrew close to equivilant of $300 USD every time)

Between the ATM and Capital One we had all of our needs covered.