Your best bet is to obtain euros from the ATMs. Currency exchanges at airports and train station have the worst exchange rates.

It is my opinion that you take at least 100 euros with you from home. Call banks around your area to check rates and deal with the fees and such. It is a small price to pay for peace of mind and the ability to buy something right away or get a taxi to your hotel. Remember to tell your bank and CC companies of your travel plans. Your ATM code should be a 4 digit one and the money always comes from checking so have that stocked.

The previous posters are right. Your bank can obtain Euros for a small fee, regardless where you are located. Don't get too many, just enough for a safety net. Utilize your debit card when abroad and notify your bank (credit card also) that you will be in Europe so they don't get freaked when charges come in. Do not make the mistake of take oodles of cash with you like my mother did several months ago. We spent hours in Florence trying to find the best exchange rate for her bills. Many banks (which offer lower charges) refuse to do it now, and the exchange places charge unbelievable fees. (and they are not limited to airports and train stations) Apply for a debit if you don't have one now. It is the best bet. Also, use a credit card at restaurants and hotels, this will safeguard you against any unauthorized billing.

Another place to obtain euros stateside is your local American Express office.

willowcrown, use the ATM in Frankfurt to get euro. There is an ATM in the baggage claim area at FCO and at the train station at FCO.