Bretton Woods is a fine place to exchange your foreign currency. I've personally used them a couple of times to exchange between Japanese Yen and American Dollars without any problems. The exchange rate seems to be kept very up to date, and typically they give a rate above what one would get at the bank or a foreign currency exchange booth at the airport.
It's also a fairly convenient location for people on the Westside. The only major drawback is the parking, a problem shared by basically every business on the stretch of San Vicente in Brentwood from Wilshire to Bundy. You can park at the garage there for a nominal fee, try your luck with street parking or (don't tell anyone I said this) briefly park in one of the local free lots while you run in to exchange.
The nice part is that the guy who works here (I always see the same guy) is quick about exchanging the cash. Buzz the doorbell outside, wait for him to open the door, tell him how much you want, sign a piece of paper and exchange your money. Nice and fast.
Pros: Seems to have good exchange rates