In my frequent travel in SE Asia (BKK in Sept 2011) I find the best rate is for USD $100 bills. The rate is not as good for smaller denominations.
The rate offered for CDN$ is worse than changing CDN$ to US$ and then Baht.
I always have a collection of B. Franklin portraits when I travel around SE Asia.
Swampy ATM charges 150Baht fees on top of what your home bank charges. There might also be daily maximum imposed by the ATM or you bank.