I have always found the best exchange rate at SUPERRICH.
Normally I just change enough money at the airport to get to my hotel and the next day I go to Superrich to change the money I need for my stay.
Very good description of how to get there given by Freebird on Flyertalk > Community > LocalTalk > LocalTalk in Asia > Bangkok International Airport > Bank Account in Thailand.
Enjoy your stay!
Saraswati