Pretty easy. Might be one in your hotel lobby. If not, ask desk where nearest one is on street. Avoid moneychangers hitting you up on street, it is illegal and you will get ripped off.
Intercontinental Hotel is very nice, with spectacular views of the Duna. I'd like to try the Gellert sometime when I return - an elegant old "bath" hotel.
Useful link -
http://www.budapesthotels.com/touristguide/dangers.asp
Pretty good map site - click on English language flag. You can even map out "objects" such as ATMs.
http://www.utvonalterv.hu/utvonalter...21706_20019406