Exchanging money in Thailand can be quite expensive if you don't know what you are doing.
In most countries you can just withdraw from an ATM, using your bank card - and the fees normally aren't too bad. However you will most likely get hit with very large fees from the Thai ATM/Thai Bank, so it isn't recommended to do this.
The money exchange offices that are most often reccomended are the Super Rich money exchange (see their website here).
If you can't find a recommended money exchange office, then it is recommended you go into a bank to exchange the money. Never exchange money on the streets!
We are not being paid by Super Rich to promote them. Many other websites also say they give the best rates. See here too.