It's not such a factor there. I either get a load delivered to my local Post Office, which seems to have good rates particularly in combination with the Post Office's credit card; alternatively get them out of the ATM in Malaysia, using the Nationwide debit card (though there are some cheaper alternatives such as Halifax's Clarity card). There are far more ATMs in Malaysia than Thailand, and the banking system is quite good there. So it's more about personal convenience, I would say. As ever, some low value Ringgits are useful, this is the land of the 20pence note. It's OK to use plastic in all but the cheapest restaurant, taxis and hawker stalls need cash.