This is the place for large amount exchanges!!!
Wells Fargo does currency exchanges with no fees for their customers with their profit coming from their buy rate. Their buy rate is very, very good compared to other banks. We were looking to do Yen to USD and they offered $1.20 per 100 YEN. Not bad at all.
I called FME and they offered $1.26 (5% more than WF). We did the math and for the amount of YEN we were exchanging that $0.06 difference made the trip from Henderson to the LV Convention area well worth it!
One gripe, which others pointed out, is that they do exchange in front of everyone.