swa66 - 4:08 pm on Mar 1, 2009 (gmt 0)

If you think your bank gives you a better exchange rate, ask for a check next time, they are cut in US dollars.
But in my experience banks charge significant costs out here in EURO zone to cash foreign checks and in the end it's not going to be a good deal at your bank.

An option if you get enough US dollars incoming would be to put them on a dollar account, and only exchange it at a moment of more favorable exchange rates, or alternatively use to hedge against exchange rate fluctuations.