easiest thing i do with high denoms is take it to the poker cage cash in if you feel comfortable leaving go ahead otherwise play 1-2nl for a few minutes then leave..usally poker cage doesnt ask any ?s on cashing or paying for high demons.

ive had 1k in $5 chips cashed out and asked for 1k so when i come back later as i was staying all night so i didnt have to carry my cash around or 1k worth of $5 chips, just hand in the 1k at the cage get your money or chips and head back out! pretty easy everywear ive been.