Here in the UK, you would use a bank, a "Bureau de Change", or a travel agent. Assuming your options in the US are similar, it's important to shop around, as this business is a real racket, and you might lose 20% of the nominal value of your currency. This is because these outlets will use exchange rates (so called "Tourist Rates") less favourable than those you see on the Foreign Exchange markets, and in addition they are likely to charge a fee, or a percentage-based commission, or even both.
If you are exchanging a currency which has tended to devalue against the US Dollar (such as the Indian Rupee), it might be better to cash it in as soon as possible.
If the currency is strengthening vis a vis the $ (such as the British Pound), you might be better to hold on.
Some currencies (such as the Hong Kong Dollar), are "pegged" to the US Dollar, which means they maintain the same rate of exchange all the time.
The trouble is that none of these trends is guaranteed to continue, and may go into reverse at any time.
Unless you're dealing with large sums of money, this isn't worth losing too much sleep over.
What are the main currencies involved, as a matter of interest?
