I'm a bit mixed on this.

Usually I'd say ATM (which is basically what I do), but my sister landed in Pisa, Italy, a year ago on a Sunday. ATM was broken & currency exchange wasn't open. She didn't have any Euros to catch cab to train station because I had told her to use then ATM when she landed (oops). Luckily someone from her flight was in the area she was when she discovered the problem, and they did a $$/Euro exchange of enough for her to take the cab.

So I guess I'm in the you might want to convert a bit before flying over in case there was a problem w/ your debit or credit card at an ATM, but for the most part use the ATM. I go to UK & Europe enough I have some of their currency stashed away to get me somewhere in case the ATMs at LHR have a hiccup (which happened once).

OVMV. Cheers.