First of all it would be interesting how much you need to change.
If you thinking about up to 1000 USD the best way is a ATM ! Take your card and you get up to 10000 THB ( 250 USD ) per day from the machine. The rate is the bankingrate ( which is the best you can get ) + a nominal fee normaly around 2-3 USD. These ATMīs you find each corner.
If you need to change big cash lets say ( 50.000 USD ) I found 2 ways.
If you only need this to do once, you can take it in cash ( normaly you must declare it when you enter Thailand ) and then you look for a good monneychanger with this amout you can bargain a litle.
Or if you doing this more often, you open a curency account in your curency ( letīs say at Bangkok Bank ) and transfer the money from Japan . This is good because curencys always go up and down and if you sent letīs say Euros to THB accound direkt, it takes between 3 and 10 days !!! In this time often I had crossrates between 49 and 51 withhin 1 week ! You have no affection on which day they change your monney. If it comes on an Curency account it stays there until you decide to change it. If the crossrate is good on that day it will be booked in a few minutes.
But anyhow this is only interesting when changing big amounts.
Another good idea is to buy traveler checks at home ( you also get the best bankrate + 1% fee ).