I have heard that Wells Fargo has an online currency delivery service. I've never used it personally, but why not check it out and see if it suits your needs. I am a WF customer and their office with currency conversion is convenient to my office, so I just drop in and make the switch.

If you have a lot of time between now and your trip, a good way to pick up a few odds and ends is to ask everyone you know if they have any pounds or euros left over from prior trips. Exchanging with a friend is actually the most cost-effective way for both parties; no middle man fees.

Just look up the buy/sell rates in the paper, and calculate the average. That's the "true" rate. Then exchange with the friend at that rate. Both end up with more than by going to a commercial establishment.

Because I go to Europe every year, I tell all my friends to not worry about exchanging any leftover currency when they get back from a trip. (Occasionally, I even put a note in the monthly church newsletter.) I tell them to call me and I'll buy it off them. That way I have some currency in my pocket when the plane lands and I can buy a sandwich or bottle of water in the airport without having to search for an ATM.

Later, after I've had a good night's rest and am not all stressed and jetlagged, I withdraw money from an ATM.

Works for me, might work for you.