At the Airport.
When you arrive in Bangkok, usually at the Airport, you will find the first possibilities to exchange your Money.
Our Tip: have a look on the Exchange Rate, if the Money Exchange Office take a fee. Maybe you just exchange a little money, just enough for get from the Airport to your accommodation and have some Money for some food, to drink, dinner - things you need at the first day. Check out the nearest Money Exchange Office to your room and compare the Exchange Rate and fee there. Even there, or on the way on your Tours, you will find a lot of further possibilities to exchange your Money.