Best way to not get raped on exchange rates?

[slickpoppa]

Anyone have tips on getting the best exchange rate for foreign currency? Obviously the exchange places in airports suck. When I went to Australia a couple of years ago I got some currency ahead of time at my bank and I think they raped me on fees, but that could have just been that my bank sucked. Also, as far as I can tell most credit cards charge a 3% fee for any transaction in a foreign currency. I'm not sure what kind of juice ATM cards charge for withdrawals. Traveler's checks can be a pain in the ass to cash in many places as well.

Is there any way to get a good exchange rate?