In Bangkok I have 3 places to suggest which have been around for many years and are reliable.
Vasu which is on the corner of Sukhumvit 7/1
Super rich opposite Central World
And finally my favourite is Siam exchange which is opposite Au bon Pain at Siam Centre next to the AMLO building, always makes me laugh that it is next to the anti money laundering building!!!
I have used Siam ecgange for 10 years very good run by Khun Chai a very well spoken Chinese Thai.
They even deliver if the amount is big enough. Really handy when the small guy turns up in a big coat with big pockets!!!
Nice to be able to put the cash directly into your safe, especially when shops want to charge a surcharge of 3% for cc.
When I first started to use the delivery serivece it seemed a bit weird but has always worked perfectly. You can get upto half a baht or more for big notes and larger amounts from these guys so it can make a good difference..
Thailand offers rates of 10% better or more even from banks so unless you are going to bank transfer the money you save lots compared to UK and other countries travel exchange bureau.
A friend of mine was an area manager for Thomas Cook in the UK and she told me that they made more money from travel money than selling holidays !