WAMU is a good tip but even if they don't charge on your end the other side probably will charge and you might get stuck with the bill. I know they said they would cash the euros if I had an account. Terrible rate though.
"Some rob you with a six gun, and some with a fountain pen."
Well, my experience with WAMU was that I wasn't charged for a large sum wired nor was I burned by the bank or other side. The rate to my knowledge was the current rate which just changes constantly and was the same as if I had gotten the exchange rate almost anywhere else. My overall experience was good, not to say that others may have been bad. My experience was exchanging from US$ to Euros, not the other way around, since we all know WAMU is a US bank. I'm just talking from a USD from US to Euros, not the other way around. I dunno how that works if you have lots of euros trying to get them back to the US.