Should I buy euros here or in Rome?
We did this prior to leaving as we both had a cooking class on the second day (cash onley) and felt that we couldn't amass enough cash in time with our daily limits. We bought 500 Euro in advance. Daugther works for a large bank so we took advantage of her employee rate. Still, there was a 3% premium above the market conversion. For regular folks, it was 5% premium above the market conversion.
i got them here, thru my bank; my reasoning was i will have enough to deal with when i arrived in italy for the 2 weeks, and wanted to get THAT out of the way, more convienent, etc.
as far as financial gain? i don't think there is a difference: we are getting screwed either way thanks to the weak american dollar.
Stop at the first ATM and get what you need for the first few days. You can get more later.
Getting them here in the US will cost you $$$.
Do not use a money exchange window in Italy...that will also be expensive.
Do a search on this site for ATM info and money info --
read, read, read! You'll be happy you did!
You could follow the advice of both of the above posters: get some euros here, AAA charges a low flat fee if they have an office convenient to you; this means if you get off the airplane late and are tired and want to just get to your hotel, you have enough euros to pay for transportation. And then as soon as it's convenient for you, you can use your debit card and an ATM machine and get more euros during your trip as needed.
You can read what Rick has to say on the subject here: www.ricksteves.com/plan/tips/moneytip.htm. Note the important things to do BEFORE leaving home to be sure your credit and ATM cards will work in Europe.