Cambio at the airport

Capital one charges no foreign transaction fee and rebates local ATM charges (max of 4 a month as I recall) I believe Schwab has a similar card.

Agreed. Paying with a credit card that has no foreign transaction fees is certainly the best way to get a good exchange rate. It's great for the consumer but not so great for the merchants. They must pay the credit card companies' transaction fees. For that reason, I prefer to pay with pesos en efectivo (in cash) when I am Mexico. You may even get a discount when you pay in cash.