The old advice still holds: exchange a small amount before you travel or at arrival for immediate needs, then get the bulk of your money through better channels once you're settled. Airport exchange counters worldwide have the worst rates because they pay premium rent and serve a captive audience; banks and reputable city-center exchange offices are consistently better.
In many destinations, the best effective rate is actually an ATM withdrawal with a home card that has low foreign transaction fees, or paying by card directly. Where cash exchange makes sense, compare the total you'd receive rather than the advertised rate, since fees and margins hide in the spread. Zero-commission signs usually mean the margin is in the rate itself.
Avoid street changers entirely, and count money at the counter before walking away. Also keep exchange receipts in countries that require them for converting leftover currency back when you leave. Rules and best options vary by country, so a quick read of a current expat forum for your destination pays off.