Both charge a huge conversion rate. I was shocked at what AAA charges (it was about 20% when I looked at Canadian dollars a few years ago).

It's a good idea to have some Euros in your pocket when you arrive, to cover incidentals. You might find it safer to bring $100-$200 and use an ATM card to get the rest. You will also get something closer to bank rates if you use an ATM within your network.

Every European tour book I read recommends taking steps to avoid pickpockets. I have never had trouble, but since they always give that advice I figure there's a reason.