should I just depend on ATM for Euros or can I bring cash and change it there at the bank
I would use the ATMs once you arrive. There are plenty of ATMs to choose from in Athens and a simple ATM transaction beats waiting in line at a bank. Even smaller towns such at Ancient Corinth now have an ATM. Have a great trip!
ATMs are everywhere in Greece including the airport, so you can get currency when you first arrive. Be sure to notify your bank that you will be using the Debit Card in Europe and tell them which countries or your account may be frozen from suspicion of theft. Same for your credit cards.