As others noted, the ATM machines will give you the best deal, and you can find them all over; google (or used to be here on FT) for an airport map that will give you locations.
My USAA card charges no fee for ATM, and none for currency conversions. Some mastercards only charge an additional 1%. Amex, of course, is the high charge card (and there is a class action lawsuit pending against them for their conversion charges). Should be lots of info on the credit card forum here. You probably will not need advance euros, with ATMs so prevalent in arrivals.