Why not in the bank!!! I feel so strang that bank is the most safe way and the best. Maybe there is a very little difference for the rate, but really not too much difference. But you are very safe.
If change a little, you can not see the rate difference.
If change a lot, you are taking the risk if you change in cash.
Mobilplay is right is saying that bank is safe.
But, if you are changing a larger sum, then, there are places offer better rate and they are safe too. Try this out: Alpha Forex.
1230 Peel street. It's very near to the one Calforex mentioned. But the rate is ususally better.