Diddly that is true, however sometimes the bank will charge you for these transaction AND charge you for an 'exchange rate'.. But i agree it's the easiest method (if your card allows that kind of activity)
Do you have a credit or debit card? Nearly all of them are accepted as easily as cash. In fact most places actually prefer them to cash. Plus it is a LOT safer. If you don't have a card then ask your bank for one. There are cards were you just put money on them by bank transfer as you need it. I had one it was called 'Cash Plus'.
"Number 1 currency" have a facility to order "on-line", but collect and pay in a branch local to you. It is a slightly better rate than if just going into the branch. The link below might be useful.