This is opinion based on substantial observation:
Who you do it with may matter more than where.
If you use eg Travelex anywhere you will be ripped off compared to rates you can get elsewhere. Western Union similarly.
Anything at an airport is probably bad.
Small money-changing businesses are often but not always better value.
Watch for flat fees and commissions on top of advertised rates - in Asia this is illegal, in Australia it seems to be universal. Elsewhere YMMV.
It's very likely you can find rates online. @User82 suggested cardsfortravel.com as a good place to find out comparative rates.
They categorise cards under headings: All the Cards,
Current Hot Cards,
Flexible Reward Cards,
Airline Credit Cards,
Hotel Credit Cards,
Cash Back Cards,
Business Credit Cards,
Cards for Canada.
The people at XE.COM CLAIM to be amongst the best for low cost money transfer.
I've never used their services but their currency converter is useful and the name is easy (no doubt by design) to remember.
Talking to your bank once you know what deals are available may help you to remind them that they have a service they had forgotten to tell you about. [eg my bank offered to add access to my EFTPOS accounts via my VISA card only after other banks started offering similar facilities publicly. I now have a combined VISA/EFTPOS card even though it appears to be just a VISA card.]
Note that the cost of ATM withdrawals can vary with bank and country and can be free in some cases (as above). Where fees apply they are often flat rate and taking out small amounts at a time results in a large percentage cost. Taking large $ amounts out risks the usual hazards.
Related:
When getting cash from an ATM I always check who is where, do not wave the 'wad' around, prearrange a place nearby that I'm going to go to to check and stow the $, keep it well tucked in and out of sight until securely stowed, and have a zipped hard to access pocket to put it in. When travelling casually abroad I often wear multipocket "cargo pants" (some of us have no shame). On one or more front pockets with zips I have cut off the zip-pull making it annoyingly hard for me to open and, hopefully, even harder for a pickpocket. It also need a "hand on my knee" top access. Seems to have worked so far.