Cashing out with currency conversion (EUROPEANS)

[emKay]

What's the best option? Neteller has a 1.9% fee for currency conversions. ATM I'm playing on stars, they don't take a fee on the conversions so probably my best bet is to order a check (it comes in Euros).
However, I'm switching over to Party and they take a ridiculous high fee on the conversion. I can get the money on Neteller and then pay the 1.9% for the cashout to my bank account, but, you know, I'd like to keep that for myself. How are others processing their cashouts?