Where is the least-worst place to change currency?

So, I’m trying not to think about it, but I’ll be leaving France in a few weeks. I am the epitome of the starving grad student right now, but I’ll be getting a fat wad of Euros back (my security deposit) before I leave.

Where is the best place to change this money? At the French airport, in an American airport, or at my bank back home? I know they will all take some fees out, but I’m hoping to hold on to as much of that money as I can because it’s all I’ll have for the next month…